You can get a basic router for only $40 or so.
Try D-Link Di-524 or Di-624, both are about $30 refurbished. The first is 54mbps and the latter is 108mbps.
Linksys WRT54G is about $50 and it is 54mbps.
As far as I know, these are all fairly cheap and work effectively as I have used them all.
As for your USB connector, shouldnt that eliminate the need for a router to connect to games?