I have to support about 20 laptops with 3G connections in them, they're all Dell and range from D800s with PCMCIA 3G data cards, D830s with internal Dell Wireless 5520 Modems and some newer E4200s with internal Dell Wireless 5530 Modems. Both the D830s and the E4200s are shipped with Dell software to manage the connections. The D800s use Vodafone Mobile Connect, and have never, ever, caused me a problem.
The Dell software on the other hand, is a nightmare. The most common issue is the classic "Sim Card Not Found", which occurs most of the time. I have spent literally hours on the phone to Dell support and our telecoms provider trying to get someone to help. I have flashed firmware on the cards, upgraded BIOS, installed countless versions of the drivers and generally wasted a LOT of my time. We even got as far as replacing all the SIM cards with various different versions just to try and get a connection.
The final insult was when we ordered the new E4200s and they just would not connect to 3G. They'd connect to 56k WAP ok, intermittantly not recognise the SIM, but never actually manage 3G. After yet more hours of support calls and useless flashing of firmware, I struck gold.
The solution? Vodafone Mobile Connect. Bin the Dell connection manager software, it's unstable, buggy and does not work. Even on laptops we COULD get a connection, it crashed frequently. Not only that, but VMC has features far beyond the Dell solution. I don't know if other providers have their own software, or whether it's any good, but I can hazard a guess it will be better than Dell's.