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Usually, you can connect to the internet from within the USB modem application (Vodafone Mobile Broadband QuickStart) as soon as it has been installed on your computer. If this isn't the case, you can set up your USB modem for internet manually.
Create new data connection
If you're on a pay monthly price plan:
Key in wap.vodafone.co.uk
If you're on a pay as you go or VOXI price plan:
Key in pp.vodafone.co.uk