USB Modem to Ethernet shield

I'm looking to get an Arduino with an ethernet shield as below,,
to marry with a USB type 3G modem and send SMS or emails out when instructed.

The shield has a normal ethernet connection and the usb on the arduino is connected to the computer so how to plug in and work with modem connection available is the question.

Has anyone done this ?
How would you approach it?

Why not using a gsm/gprs shield?

Did not know of it

Well the first I looked up was 43 Euros or say $80
Some are up to 160 Euros ?

and it looks like they need a $10 external antenna at least.

Sparkfuns ethernet shield is $20

USB modems can be had for free with a $15 p/mth over 24mths contract antenna built in
GSM module needs a SIM anyhow so where to from there ?