You running Kubuntu? I know Ubuntu works fine but the K has issues. Actually just tested my 9.04 with a E220 in network manager and it works. (Posting this reply now on it).
tail your syslog and do a lsusb to see if your device is being picked up.
Yip, I am running Kubuntu !!!, this sucks big time.
Could you please post your settings for Ubuntu here, I want to give them a go (if at all possible)
As for "syslog and lsusb" I have too little knowledge on them?