Your problem is likely the "Metric". I'm doing this from memory as I don't have an XP machine here so it may be a bit different but....
Go to your Network Control panel. There should be an entry for your USB dongle and one for the wireless. For each one of these, right-click on them and select "Properties". In the window, scroll down if necessary and double-click on TCP/IP. On the next
window, click "Advanced". There should be a box there that is usually checked that says "Automatic Metric". What you need to do is un-check that checkbox and enter a number in the "Interface Metric" field. Put a different number for your USB dongle interface
and for your Wireless interface (e.g. 5 and 10 ). The smaller of the two numbers will be the adapter that will be used for the internet... so if I read your post correctly, the USB dongle should have the lower number.
As your USB dongle is probably the slower connection, it probably defaults to a higher metric and therefore is not selected when using default metrics.