Can i connect the UTP cable to a modem??

Yes you can. Will it do what you want? I don't know since you haven't provided enough info.

I have bought an external USB-LAN adapter.. And the seller told me that it will not work if i connect directly to my current LAN cable.. He asked me to change my cable to peer to peer network cable which also known as UTP cable (am i right??)

Hmmm.........sounds like he was trying to tell you you need a crossover cable. I would call and confirm this with whomever before buying any cables. It's all UTP (Unshielded Twisted Pair) whether it's a crossover or a regular patch (network) cable.

Owh..i see.. Then what is RJ-45 then?? Back to the topic, you are right.. i need a crossover cable.. can this crossover cable connect directly to the modem?? how to differentiate straight through and crossover cable?? Thanks a lot!! ^^

RJ-45 is the type of plug that goes onto the end of Cat5/6 cable which can be either UTP (Unshielded Twisted Pair) or STP (Shielded Twisted Pair) but mostly UTP. If you have USB modem it is unlikely you will be able to connect Cat5 UTP cable unless it has a socket to take an RJ-45 plug. The difference between straight through and crossover cable is the way the plug is wired at one end. In a crossover cable the individual pairs are crossed over. A crossover cable is only used when connecting two similar pieces of equipment together, usually two computer via the Netwrok Interface Card or two switches. Normaly connecting a Modem to a computer does not require a crossover cable. Stuart

rj45 are the ends of the cables if you google straight thru you will see pin out diagrams of both straight and crossover. That is how you tell or test. These are all questions the guy selling the modem should know. Saying peer to peer cable is a good indication of a lack of knowledge. I would be suspicious. Standard usb lan dongles use regular patch [straight thru] cables.