Ok I got it to work I followed this bug-report on Launchpad.
You just have to plug in the dongle, then run this command
then wait about 5-10 seconds until the mobile broadband profile show up in the network connections manager in the top right corner. I can now select it and use the 3G internet
sudo modprobe usbserial vendor=0x12d1 product=0x1506
Only downside is that you have to do this every time you plug in the dongle. Hopefully the ubuntu team will fix this soon, so this is not necessary anymore
My dongle is a Huawei E367.