USB Modem or Router?

[#1]

This is probably a naive question but I'll ask it anyway. I'm presently using an Alcatel A330 Speedtouch USB Modem which I got from my previous ISP many moons ago.  Since moving to Plusnet about 6 months ago I've had very respectable speeds of about 3.2mbps - about double the previous ISP speeds.  We are about half a mile from the exchange but overhead wires are involved.
Recently I've noticed that when I connect the modem, Windows has started reporting connections speeds up to 7.8mbps which is up from the more usual 6.1mbps.
My question is: would I be able to take advantage of this higher speed if I changed to a Router.  I'm not interested in wireless as I only have one PC, so I think I would use an Ethernet connection? (is that right?)  What should I look for in a router - any recommendations?  I'm not into gaming, just emails, browsing and website uploads if that makes a difference.
Any advice much appreciated, thanks in advance
David

[#2]

The advantage of a router rather than a modem are 2 fold.
1. you have the advantage of a built in firewall in the router
2. it can be always on, and have more than one pc connected to it.
Also a decent router would give you better connection speeds and a more stable connection than a usb modem.
I would recommend the Thompson ST range for value and good sync speeds, I am using an ST716 (off ebay for £7 ish from digidave auction rather than buy now) it is giving me a higher sync speed than my previous routers and it has the added benefit of built in voip.

[#3]

I agree with the above in laymans terms. When you connect to the internet you get an IP address which is like your house address and everyone can see it. This means your pc is live and anyone can break into it. With a router it is the front door and thats what people see they dont see your pc as it is hidden behind the routers door.
You would use ethernet. A good cheap router is a Guru often on ebay very cheap I got one last week for 99p I have used one for the last 2 years and they work well

[#4]

Thanks for the advice guys.  You've convinced me,  I'm off to buy meself a router. 
I'll post whatever download speeds I get - just for info on the forum.
Cheers for now