This happened with Leopard too. I upgraded from Tiger and the Vodafone software didn't work either. The Vodafone store were completely pathetic when I went in to discuss this with them. If you don't run Windows they don't want to know.
It is possible on Leopard to use the generic 3G driver to drive both a USB stick and a E870 card from Vodafone, although the software features with their own drivers are not available.
I've not upgraded to Snow Leopard just yet for exactly these reasons, so come on Vodafone. Given that it's taken them over 7 weeks to fail to replace my E870 card I'm not holding my breath. If their network was worse than it was I would be glad to see the back of their quite pitiful customer dis-service. Hopefully someone from Voda will read this and get one of their managers to look into this.