People in the past have asked about problems connecting USB mobile broadband dongles to a VM. It just so happens that I've been struggling myself for the past couple of days trying to get one of these working. I finally succeeded, so I thought I would document the issues for others.
In my case the device was a Huawei E3131 USB Broadband (3G) dongle.
Note that there are two levels to this problem. The first is generic USB stuff, i.e. the problems that newbies always encounter because they haven't read the documentation or previous answers to similar problems ("USB device is busy with a previous request"). In the next message I will give a quick summary of how to attach any USB device, but I don't intend to labor over this subject.
However, even if you correctly connect the E3131 to the VM, you'll probably find what I did: it doesn't work, you can't get an internet connection. The third message describes what I did to solve this problem.
Also, my expertise is mainly with Windows as both host and guest. In the interests of clarity I will unabashedly address that specific scenario, however I'm sure the ideas can easily be extended to other hosts and guests if necessary.