Plugging the dongle directly into the PS3 will get you nowhere - the PS3 doesn't know what to do with it. It simply won't work, no matter what you do with it.
Ben mentions using your PC to initiate and manage the Internet connection via the mobile broadband dongle, and then use an Ethernet cable (he refers to it as a 'patch cable', also valid terminology) to allow the PS3 to share the connection with your PC. There are numerous guides around to help you with this.
Alternatively, if your PC or laptop has wifi and Windows 7, you can use a piece of software called Connectify. This will turn the computer into a wi-fi access point - thus allowing you to share your dongle with any wi-fi devices. You can grab the software from
http://connectify.me - you'll also find some setup guides over there. Simply set it up, set the PS3 to use the access point, and you should be away with little trouble.
I have used my Vodafone dongle to attempt to access PlayStation Home and play Wipeout HD previously, using ICS and an Ethernet cable, and it will work and connect.
This said, from personal experience, I cannot recommend using mobile broadband for gaming - it's
nowhere near as fast as 'proper' broadband in terms of latency / ping times. This is inherent to 3G technology. The slow ping times ruin the experience for you and for the people you're playing with.
To be honest, your time would be better invested in looking to get a 'proper' connection to use instead of trying to get this working..