Have you installed the supporting software from the ISP CD?
Plug in the USB modem device
Double click the desktop icon referring to your device
This should show you a window which, after a few seconds, indicates if there is a suitable, strong enough signal to connect with. If yes, click "connect". If this is successful, then open your preferred browser.
I use one of these most of the time...they are fairly slow, and sometimes a bit unstable.