I've upgraded from 10.10 to 12.04. The situation: I plug the dongle in and enter the password. If I click 'Enable Mobile Broadband' and I get a notice on the top right saying 'GSM network. You are now registered on the home network'. At this stage I have not actually connected and when I click my broadband connection i see that 'Enable Mobile Boardband' is unticked AGAIN and I cannot connect to my broadbnad connection when I click it.
I should follow the solution provided by alexfish in this thread at Ubuntuforums, which applies to Ubuntu 12.04, and discusses how your modem can be recognised and set up to work correctly.