Wireless USD modem not being recognised in Windows 7

Not sure if this is the correct place to post this or if it should be in Windows Guest OS Discussion. Here goes.

Just purchased a new Macbook Pro and installed Parallels and Windows 7.

Running on the home wireless network the Mac connects and Parallels/Windows connects and all is well.

When I use the USB wireless modem (Need to use this while traveling) the Mac installed and is able to connect without any problems but Parallels/Windows does not.

Trouble is that I don't know what I need to do to get this working in Windows When the USB wireless modem is connected. Should I be able to get the Mac sharing this connection without effecting the home wireless network connection?
Do I need to install the USB wireless modem in Windows also or is there just a setup that needs to be done?

Any advice appreciated.