Most USB dongles work under Linux. Zte's seem to be supported well under Linux (i have a Zte 110 and worked out of the box with network-manager).
Network manager either works either doesnt with them. Its a matter of luck.
The best solution i have seen so far is sakis3g (
http://www.sakis3g.org/#downloading) - a standalone script that switches, configures and connects USB 3g modems. Its very light (300kb) and no dependencies. It uses the available usb-modeswitch, ppp, vwdial though.
The very good thing about it is that it can even use modems that were not configured by the kernel or network-manager as modems.