Got one of these? 
Then get one of these 
(but only one of these, a Huawei E220, as this is, apparently, the only one that works out of the box with the EEE).
Currently UK mobile operator 3 are doing an offer for existing subscribers where you can get a mobile broadband dongle for free and a contract for 1gb of data for only £5 per month. What a bargain! And, even better, it is wonderfully simple to setup on the EEE and even easier than on Windows. See below for instructions:
1. Insert the dongle and open the Network Connections dialog. Click on the 
icon in the system tray.
2. Click Create and the Connection Wizard opens. Select the “GSM/3G (UMTS)/HSDPA” option and click Next.
3. Select the dongle from the list and click Next. I chose the first option.
4. On the Network Registration page click the Search button.
5. Select your mobile provider, in this case 3, and then click Next.
6. On the Login Data page select your operator and click Next.
7. Give the new connection a name and click Next.
8. Finally you will get confirmation of the connection. If all is correct click Finish.
And that’s it.
When you connect to the modem you will see the following entry in your Network Connections.
So far I have used mine a couple of times and it has been fantastic. Easy to use and lightning fast on HSDPA and at the price you really can’t complain.