I’ve been lent one of these by my brother-in-law and of course the driver isn’t going to install on Vista (yes, I did try it!), so it’s on the XP laptop. Installation is fairly straightforward and the datacard tries to pick up any 3G coverage as default but defaults to GPRS if it can’t. The SBS Diva has been posting about her experiences of 3G data access over in the US and it sounds like the situation is pretty similar here as well. You’ll only get solid 3G around major urban areas otherwise it’s GPRS or Edge depending on what network you’re with (I’m not sure who’s supporting Edge in the UK?). GPRS is just GSM with some clever use of the empty timeslots in the GSM channels for carrying data and Edge is an enhanced modulation scheme of GSM essentially increasing the amount of symbols that can be packed into the same frequency bandwidth.
On another side note 3G in the UK/Europe/Rest of World (excluding China) and the US are not the same! Yes, those Ameicans have once again decided on a different standard called CDMA2000 whereas everyone else is using UMTS/WCDMA. These standards are overseen by a single body called 3GPP. America has had a CDMA (US company Qualcomm holds patents in CDMA) based network for a long time and there has been a battle between the two, so its interesting that Susan mentions GSM/Edge. CDMA stands for Code Division Multiple Access and sends data as a pseudo-random sequence and when that PRSN is correlated over itself, there is a very sharp peak. You can recover this signal even if it’s buried deep within noise. Traditional American systems are based on a system called narrowband CDMA whereas 3G is based on wideband CDMA and accounts for the increased datarates achieveable with 3G. Ahh, the long lost days of adaptive signal processing techniques!
Anyway data access using 3G is quite affordable and when you do get 3G coverage you’ll be able to get some decent datarates. Theoretical rates are upto 384kps but as always you’re not going to get the maximum.

