The solution is obvious, but a few gotchas really bit me hard. I wanted my Mac to be directly connected. Connecting to the Internet with the 3G card using the Windows guest was smooth sailing, but that only provided the Internet connection to the Windows virtual machine.
The only way I could get my Vodafone 3G card to work was to fire up a Windows XP guest inside of my MacBook Pro, using VMware Fusion. Of course, Vodafone’s software for Windows works without a hitch. Unfortunately, the Vodafone Mobile Connect software for Mac OS X as of this writing is obscenely poor. In my situation, I have temporarily obtained a Vodafone 3G mobile card. In some situations, like the odd one I now find myself in, the only way to get Internet connectivity is to use a solution that requires a fair bit of maneuvering.