Hello moomintrolluk
The first thing that springs to mind is whether the sim card is actually working properly, as is the case with some modem setups we need to verify connectivity.
Please can you remove the sim from the USB dongle, insert it into a Vodafone mobile phone (or unlocked phone) and try to make a connection to the internet or send an sms. If you get a connection then it verifies the sim is receiving a signal and my help refresh the network.
Reboot the computer and replace the sim into the modem, you'll need to post back your progress so we can continue to help you,
Thanks
Reidar
eForum Tweam