I have just set up Ubuntu on my laptop and everything appears to be working fine.
However, I have tried to insert my Three broadband dongle but cannot get it to work.
If I plug the dongle into a windows PC, autorun starts trying to install the setup program, but on Ubuntu, I can't get it to find the modem at all (and USB is working fine as I can put in a 'normal' usb stick and that opens up a box in Ubuntu).
Yes, there are several sites that try and explain how to get it working (and some people have said that my particular dongle - the E160G - will work straight away).
the 2 mobile dongle is basically a dialup connection, so try installing GnomePPP (from add remove on the main menu) and use *99# as the number, I don't think you need a username and password.