|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.