I've tried two USB modems (for mobile internet, with SIM cards inside) (one SonyEricsson, one Huawei) in my laptop (windows XP home edition) and although the software installs fine, I cannot get internet to work. Initially the software did not even ask me for the PIN code of the SIM card (strange, because in my telephone the same SIM card required a PIN code). Following instructions on microsoft support pages I uninstalled and reinstalled all four USB 2.0 ports. After that, when I insert the USB modem the software prompts me to enter the PIN code, and that works. (So I have made SOME progress). Plus, it then shows an icon telling me how strong the signal strength is (92%). But when I try to initiate a connection up pops a dialogue box telling me "connection terminated". Both modems work fine in another *older* laptop (also using windows xp home edition).
The problem laptop is an ASUS A6000U ... ask if you need more info. Thanks.

Check your security features. Turn them off to see if you are able to connect.

Did you use the internet wizard to set up the new modem to your computer?
Check your network settings and see if the modem is listed. If not then it must be set up through windows.