After many research and taking your post as personal challenge I think I was able to decipher your post.
i am using Ubuntu..i am unable to establish an Internet connection as i cant run the .exe file of huawei..thats the only way to establish in windows..
Do you mean that you are using Ubuntu and you have the huawei windows drivers only?
i have a bsnl wll connection..
can some application run windows supporting .exe files in ubuntu?
Do you mean that you want to run the wuawei CD to install the windows drivers?
If so. Ubuntu doesn't accept windows drivers.
Have a look a this thread , it maybe have the answer to your problem.