This page describes various methods for connecting your 3G dongle to your Linux computer.
I have tested these with Vodafone (contract) dongle - Huawei E220 HSDPA Modem and on Ubuntu 8.04. Later versions of linux tend to have tools built in (for instance - I was able to use the network manager in Fedora Core 11 and the dongle and provider were built in). As with all things linux - you have some options:
This page describes various methods for connecting your 3G dongle to your Linux computer.