The E220 sucks a lot of power, at least 500 mA. (That's why it comes with a double USB cable.. ) There's no way that the N810 can support that, so you would have to use a powered hub. For outdoor activity that would be inconvenient.

I have an E220, but the way I use it (or used it, as it were) with the N8x0 is to connect it to a wi-fi router with USB support and connect the N8x0 to the wi-fi. Eventually I more or less stopped using that combo, because it turned out both EDGE and UMTS works so badly, at least where I live (and I'm located on top of an UMTS cell tower antenna - literally). (HSDPA is patchy here). Just too much packet losses (e.g. 'ping' somewhere, watch 5-25% packet loss. That's 2 orders of magnitude more than what TCP/IP can handle without drastic negative impact on e.g. AJAX as used by Google, due to delays).

I find it easier to just use the SIM (with its good data plan) from the E220 in my 3G phone (BT to the N800) when I want to use UMTS where there's no wi-fi.