In order to get the Option iCon 255 HSDPA USB Modem to work on Ubuntu 9.04 - Jaunty Jackalope, I used a dummy username and password. The full procedures as follows:

1. Connect the Modem to USB port
2. The New Mobile Broadband Connection wizard will start
3. Click on 'Forward' button
4. Select your service provider from list (check that the correct country is selected), and click on the 'Forward' button
5. Verify the information provided and click on 'Apply' button
6. Then go to 'Network Connections' or 'NetworkManager Applet', and edit the entry under 'Mobile Broadband' tab
7. Enter dummy Username and Password, and enter PIN (if applicable)
8. If required, you may want to tick the 'Connect Automatically' and 'Available to all users' options
9. When done click on the 'Apply' button
10. If you have selected the 'Connect Automatically' option, the connection should start without any user action. If not, you have to click on the 'Network Manager Applet' and select the Mobile Broadband entry

Ps. the Option iCon 255 HSDPA USB Modem is supplied by iBurst in South Africa