After a loooong time, got a chance to write a post (since it's short).
I was planning to buy a HSDPA dongle for a quite a some time now, but didn't feel it is that necessary since I have an ADSL connection at my home and there's WIFI and LAN connections at University. But a recent incident made me to buy one and I bought a Huawei E171 dongle.
When I try it on my Ubuntu 10.04 it showed nothing but the software (mostly exe files) inside the USB. Then I tried creating a new connection under 'Mobile Broadband' and try to connect, still it failed to connect. :( (totally frustrated)
Then I Googled a bit and found out that I need to install "usb-modeswitch" package, due to a known bug.
So I ran, "sudo apt-get install usb-modeswitch", and I saw that it installs an additional package called "usb-modeswitch-data".
After reconnecting my dongle and connecting to the connection I created under 'mobile broadband', I was able to connect to the Internet successfully!
Just thought to share, in case some of you get into the same trouble in future! :-)
See you all with another post!