Plugin the modem into a usb port then write run KnetworkManager from the K Menu (applications>utilities) then , right click on the Network Icon in the system tray and selecting Manage Connections.
Click on the Mobile Broadband tab, then click add button:
Name the connection, and fill in your provider details. In the example below its Virgin Mobile.
Make sure you tick on the Connect automatically button.
Now, click the PPP tab and make sure you un-tick the authentication option, then click-on the OK button.
The configuration should now be complete & your mobile broadband should connect.