Basically put, your LAN card probably has a gateway set and there are conflicting routes on both connections. Your computer is prioritising other network connections over the mobile stick.
Typically, modems get a lower metric, but, if it is not being detected as a modem and is just another network card, it is not getting the priority.
You have two choices, the first is to change the device metrics (and if you want to know how to do this, let me know and I will write a guide), but, without getting complicated and changing the device metrics, I would recommend you try to disable or disconnect your other interfaces first.