I recently changed modems for one of my computers and I've been having some problems with it.
Whenever i plug in the modem via the usb into the computer after a couple of seconds the computer suddenly turns off, if i leave the modem plugged in and start the computer up again then before windows can fully load it turns off again. It keeps doing it until i unplug the modem.
VERY occasionally when i plug the modem into the computer (like 1/30 times) it won't turn off the computer and it works fine.
I know it's not the modem that's the problem as i've tried it in 2 other computers and in them it works fine.
If it actually shuts down completely, fans off, no noise any more, then it's almost certainly a power short, in which case, don't use that USB port any more. If you use a different USB port and it still happens, then all of the USB ports may be faulty, or the modem cable may be overdrawing. It could also be that the power supply in your PC is faulty.
Faulty USB controller perhaps. They're complicated devices, so you can never always explain their behaviour. Do you use anything else that plugs into USB, and does it cause the same problem?