I’ve seen this happen a few times:
Someone gets a new monitor / video card / ADSL modem, and they also get a confusing (ie more than 2) number of cables.
So, if you don’t know much about computers… what do you do?
Most people will just connect them all.
So I often see modems with both USB and ethernet cables plugged in.

Or a monitor with both the VGA and DVI plugs
connected.
But it isn’t needed, and under some circumstances, it can either cause strange problems, or make troubleshooting more difficult.
As far as ADSL modems are concerned, only use an ethernet connection. Avoid using USB (the plug with the “rounded” square end) unless your PC doesn’t have a working ethernet socket (looks like a wide phone socket).
You can also use the USB plug if you want to connect more than 1 computer (usually 2) to the internet. Any more than 2 computers, and you should probably look at buying a router (which are quite inexpensive nowdays)
When it comes to video, its actually not critical to have both cables plugged in. But if you have the choice, go for the DVI (24+ pins), instead of the VGA (15 pins). But try them both and pick the one that seems to work best.
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