Thanks guys for the info you provided. Yes, it is a pain in the butt to use ICS. Why Directway don't make a ethernet ready modem is anyone's guess. Directway says that it's easier to setup your computer using USB which I think is a bunch of bull.
I looked at the USB ready modems and looked at adapters. They are all made to go from ethernet to USB, not USB to ethernet which I need. Some of your thoughts and ideas are good ones and will give them a try.
From what I was told at Directway, they are coming out with a Ethernet ready modem. It is in the works and should be rolling out soon, better late than never I guess.