I have a Asus WL500Gp connected to a Sierra Wireless 875U USB modem
After a lot of searching and trying everything out, I managed to get the modem detected and it does try to connect to the UMTS network but somewhere it seems to drop out before getting an ip address.

I'm not a linux guru, but I managed to get my WRT54G3G with an Option Quad pcmcia modem in it - it works fine on the 3G network over here.