does USB ADSL MODEM can't work with NAT

hi..
i have win2003 server, we ar using USB ADSL modem to
connect to the internet ,it was work fine (when we ar
using ICS),
now we ar installing active directory ,and we want to
connect to the internet by using NAT protocol (YES, i
disable the ICS)!!
our problem is ,
WE ar can't see the USB ADSL ADSL modem ,as an interface ,
when we come to add anew interface in the nat protocol
properities.?!!
OR does our USB ADLS modem doesn't support ,or can't use
it with NAT (but is was working fine when we ar using ICS).
thank's ..