So I bought one of these last week, but, it doesn't work on Vista out of the box, well at least, it doesn't work on a non-clean installation on Vista.
I found this video on how to install it, and hey-presto, it works! I've ended up with the Huawei software not the t-mobile software due to previous debugging efforts, but that's not the end of the world.
The fix is horrible; the device clearly identifies itself as a USB Mass Storage device, and not a USB Composite Device, which it is (or needs to be in order to enable the Modem portion of it). Simply replace the driver to be a composite device, and hey-presto! Windows recognises it as the 4 devices it should be. Argh!
Why oh why do people not test drivers properly on M$ beta OSs? It bugs me - lots.