Memories coming back.
Most of my Mobile Broadband experience is through my phone, however my brother in law has a USB Mobile Broadband device which I borrowed and tried (my Fedora 10 USB live and his laptop).
On plugging it in, it was detected as 2 devices, USB mass storage and USB serial. The USB mass storage device has the windows drivers (ignore this, just close it).
Left click the NetworkManager and you should see along with your "Wired Network" and "Wireless Network" and new heading "Mobile Broadband" and a new connection underneath that. If not you really should try fedora 11 or try following my guide http://www.trigpoint.me.uk/3GModemConfig
You could try running dmesg after connecting the modem to ensure its detected, start fedora first and then plug the modem in to ensure its at the end,
I assume you are using GPRS/3G, locations in your profile really help with this sort of problem.