The answer to your question is, under the battery there will be slot to put the SIM card into.
Remove the AC adaptor so that there isnt any power going to the notebook at all.
Remove the battery by unlocking the battery catch underneath the notebook and then slide the second catch to release to battery, there will be a small slot to put the card in, Once clicked in place, re insert the battery and restart your notebook.
Once the notebook is turned on, you will need to install your 3G providers software/drivers.
When that has finished installing it should put an icon on either the desktop or in the All programs, so that it will auto dial your 3G providers network, which will then connect you.
This device will have a adaptor icon in the network and sharing center of Vista and a adaptor icon in network connections in XP for any adaptor settings that need to be configured.