used to work perfectly for me out of the box with 10.10, since 11.04, and now 11.10, mobile broadband via usb doesn't work and is a known bug with gnome-network-manager.

I now use mobilehotspot but it rapes the battery... I'm waiting for the bug to be fixed, shame as it was damn useful, especially with o2 and their unlimited (subject to fair use policy) data plan I'm on