Silly me, just saw that you are running XP as indicated at the bottom of your posts. Sorry for missing that. Here's what I have for you:
With Windows XP you would do the following to Bridge the connections:
1. Click Start, Control Panel -or- Start, Settings, Control Panel
2. Double Click Network Connections
3. In the window that opens you will see all network adapters installed on your Windows PC.
Note: based off of what I have read here you should at least see your 3G USB modem listed as well as your Ethernet Adapter (sometimes shown as Local Area Connection).
4. Hold down the control key (CTRL) on your keyboard and click the two adapters icons you want to Bridge one time each.
5. While holding down the control key (CTRL) on your keyboard, right-click one of the adapters' icons and you should see the Bridge Connections option in the menu that appears.
A message window will popup that says "please wait while windows bridges the connections". Unfortunately this is about as far as I was able to go because the only two adapters I have are an ethernet adapter and a IEEE1394 adapter (firewire) with no device attached to the firewire adapter.
However, if this doesn't work out with Windows XP you may also have the option of setting up Internet Connection Sharing on your adapter that connects to the router (the Ethernet adapter). To do this:
1. If you have setup a Bridge, select both adapters, right click one and select "remove from bridge".
2. Right click the bridge and select delete.
3. Right click the Ethernet Adapter and select "properties"
4. Click the Advanced Tab
5. Since the ethernet adapter does not have connection to the internet, it should have the option available in the center of this properties window that says "Allow other network users to connect through this computer's internet connection". It is a box that you check and click OK.
After doing this, and I cannot confirm for you ahead of time (unfortunately as my resources are limited to do so) all you should have to do is set the Apple TV to use DHCP to obtain an IP address and possibly restart the Apple TV as well to ensure it obtains a new IP address.
The only problem is I cannot verify whether this is "supposed to work" or not since at the moment I do not have an additional / seperate internet connection to connect to my XP computer that I have to test it out. My internet connection is DSL through a DSL modem that has an ethernet port so I just run it through my router and both my PC and ATV run straight to the router. In other words the router provides the internet connection availability to both devices as oppposed to one sharing the internet across the router to the other.
Which makes me now remember something that my boss found a while back that we have used with a Verizon PCMCIA EVDO network adapter.
http://www.topglobalusa.com/product2_01.asp?newsid=20031114093603324&classid=102 103102
Not trying to advertise another company's product on Apple's website or anything, but since we are talking about an Apple TV and it's iTunes library host computer both needing to use a 3G internet connection then we should be ok to discuss a router that has the capability to provide client devices this type of connection. This is basically a router that takes a Cellular Provider's (in your case your 3G) internet connection and shares it over 802.11 wireless and it also has one Ethernet Port (for a PC or a multi-port switch). The one we got uses a PCMCIA Slot for the carrier connection, and I don't know if USB is an option on the one we have but by now (1 year later) there may be some available that have USB or both. It's another piece of equipment to purchase but since you are using a 3G internet connection I would wager that Cable or DSL isn't available to you in your area thus making most routers designed for DSL / Cable connection sharing only partially useful. This would be a great solution if you could either find one that uses USB or if you could obtain a PCMCIA card from your provider.
My boss took this on a road trip and his kids had their iPod touches and laptops out the whole time using the internet in the car. When I was a kid we had magnetic board games, woo hoo 🙂.
Since I wasn't able to fully test the Windows bridging and Internet Connection Sharing option I hope the info I did provide isn't misleading or confusing. Anybody that knows more about actually doing this please correct me where I may have left something out or misunderstood something completely. Now that I am curious about it I will look around the net to see if I spot any 3G routers that use USB connections and let you know.