AeroBits
Not to be pedantic but its a modem router...(it does both!)
In this case i would agree with you, in the first instance connect your modem router to the laptop via the USB and run your set up disc.
Then disconnect the USB and run the set up again and configure your laptop for a wireless connection.
After this you can connect the USB to your tower and run the set up disc for the third time and hey presto you should be up and running!