Using Wireless USB Internet Dongle with Steam??

Hi all, I have a USB dongle, and I wish to play games on Steam.
The problem is that, Steam does not recognize the connection, and quits with an error. (could not connect to steam network)

Here is the dongle I use :
dongle

Tata Photon Plus | Tata Photon | 9266555545 | Photon Plus

It comes under the windows connection screen as "dial up and vpn"

If you require more info, please do say so.

thanks.