How to capture packets when connected via data Card

One answer to your question is "with something that, unlike Wireshark, doesn't use WinPcap". I'm guessing that this is an Internet connection over the mobile phone network, which means it's going to appear to Windows as a PPP connection, and those aren't supported by WinPcap on Windows 7.

A better answer might be "with Microsoft Network Monitor"; Network Monitor has its own drivers for capturing traffic, rather than using WinPcap, and that might be able to capture on PPP connections. It can dissect packets itself, and Wireshark can read Network Monitor captures. It's "free as in beer", meaning you don't have to pay for it; it's not "free as in speech", in that Microsoft doesn't make the source code for it available, but the dissectors are written in a text-based packet-description language rather than being written in C or C++ or C# or... and Microsoft do distribute the text-based descriptions with Network Monitor.