Most of the time I am using my Vodafone 3G USB stick is with my Mac. I have though recently been using it with a Sony VAIO UX1XN. One of the key differences is that the Vodafone connection software in Windows gives you a lot more information on the connection than it does on a Mac.
Using it recently I was pleasantly surprised by a couple of things.
Firstly speed. Now Vodafone advertises that you can get 7.2Mbps on the stick, which to be honest I believe only happens in London or outside Vodafone HQ! Having used 3G for many years now I was impressed with the 384Kbps I got back then. Using the stick here in deepest Somerset I was pleased to find I was getting a steady 1Mbps.
Secondly warnings. I was using the 3G connection to download some Nokia installation files, there was a fair bit of data coming down, when I hit 50MB a pop-up popped up and said warning 50Mb data had gone through the stick. I thought that this was pretty neat especially if you are on a pay as you go connection or near your fair use limit.
Overall I am still impressed with 3G and if you are in the right spot you wouldn’t realise that you were on basically a mobile phone connection.