Hi HarmzSingh and welcome to the eForum
I'm sorry to hear that you are having problems with this.
You shouldn'y need to use the Dongle if you have a built in modem. Just for arguments sake, can you try the SIM back in the modem and see if that works?
Can you also tell me what settings you are using within the Vodafone Mobile Connect software, there maybe something amiss here.
Let me know and we'll be happy to help you further
Thanks
Wayne
eForum Team