if you want a cheaper way to do it but dont mind slower (but faster than dialup) get the skypephone on 3 it has a built in modem also it ill only cost £5 for 2.5gb data transfer compared to £15 for 3gb
if you do go for one it may not have a cd to install the device i have just got the zte usb modem (looks a bit like upgrade from ben 10) the software to install the modem in on the modem when the hardware wizzard comes up click cancel then do to my computer and you should see a new cd drive click on that to install
i will be toping up my zte soon and start using that but if you are on a tight budget then go for the skypephone
ps i am using my skypephone to write this