When you say "by USB," I'm assuming you mean via a USB dongle that is provided by a telephone company. It's like a modem: when you connect it "dials" a number, but does not require you to use a telephone cord. If I'm right, read on. If not, skip the rest.
Most USB broadband services are nowhere near as robust as a wired (or satellite) service (for information, go to http://dslreports.com). Some Windows versions purport to have an "Internet sharing" capability, wherein one can cable two machines together and share one's connection, but my experiences suggest this is more theoretical than practical. However, you can try.
Using an Ethernet cable, connect the two laptops. On the one with the Internet connection, and launch the Network Setup Wizard.
This from Windows (XP) Help and Support:
To enable Internet Connection Sharing on a network connection
You must be logged on as an administrator or a member of the Administrators group in order to complete this procedure. If your computer is connected to a network, network policy settings might also prevent you from completing this procedure.
To set up Internet Connection Sharing, run the Network Setup Wizard.
*Important*
Do not use Internet Connection Sharing (ICS) in a network with other domain controllers, DNS servers, gateways, DHCP servers, or systems configured for static IP.
When you enable ICS, the network adapter connected to your home or small office network gets a new static IP address configuration. Existing TCP/IP connections on the computer running ICS are lost and must be reestablished. For example, if Internet Explorer is connecting to a Web site when ICS is enabled, you must refresh the browser to reestablish the connection.
To use ICS, users on your home or small office network should configure TCP/IP on their local area connection to obtain an IP address automatically. Home or small office network users must also configure Internet options for ICS. For more information, see To configure Internet options for Internet Connection Sharing.
*Notes*
To start the Network Setup Wizard, click Start, click Control Panel, and then double-click Network Setup Wizard.
For information about the protocols, services, interfaces, and routes that are automatically configured, click Related Topics.
Internet Connection Sharing is only available when two or more network adapters are installed on the computer.