you will have a bit of learning curve sorry.
1) mdk is too old....its a bit like somone going onto a ms forum and saying they are installing windows 3.1
to look for mandriva or other distros and download a more recent one
2) We call these dongles ...flip flops. ms sees it first as a cd disk and self extracts the drivers...then you reset it and ms sees it as a serial modem
3) There are competing softwares that can use these dongles.
However, are you an aussie?
if so ask there how to do it.
I have a diff wireless dongle but this gives you an idea of how to get around flip flop
but the settings will differ for you namely
Init 3 = AT+CGDCONT=1,"IP","purtona.net"
and lsusb info to get usb ids after running eject command
above is usinng wvdial and an udev rule
there is also umtsmon
you could google and see what others have done.
PS if you are not an aussie forgive me.
try joining a wireless forum in your country they tend to offer good free advice