You should have been using ethernet the whole time - much faster and more efficient than USB.
Go ahead and get the cable.
In Windows, navigate your way to the tcp/ip properties and write everything down exactly as you see it there. Then you can set Linux to use the exact same settings. Not sure about Ubuntu, but in Fedora, they call the gateway a 'router'.
Oh good gravy YES, listen to the man, use ethernet for both operating systems!!!
Hell, Linux will probably autodetect the network parameters via DHCP then.
One word of advice... a few crappy cable modems (like mine) need to be turned off and then back on when a new ethernet card is plugged into them. This is no big deal... just boot up first in Windoze and if it can't see the network, switch the modem off or unplug it, count to 5, then put it back on.