There are some forumites here that are also members of the Smoothwall.org forums, that have posted there about using an E220 with Smoothwall [which is a Linux routing firewall], I haven't tried it yet, but it looks like it should be possible using Smoothwall Express version 3 [latest BETA] which uses a 2.6 Linux kernel and should have USB driver support for the Huawei E220 USB HSDPA modem...
I'd really also appreciate a link in the right direction. I use IPCop (with an ADSL modem) but I'm rather new to all this and I'm moving to a new area without immediate ADSL available and have an E220 on contract lying in a desk drawer. I'll keep a'searching here but a referral link will work a charm in helping me out.