You need a special modem/driver that has a driver for broadband USB cards. They are getting more standard but until that happens even routers that are designed to run these broadband data cards only support a specific list of cards.
The main maker of routers is cradlepoint but many of the other major manufactures like linksys and asus and even tplink have models that support some usb cards. Still there are some that nobody supports because the carrier wants you to only buy their router and they do not release enough data for anyone else to design support.