I also have a laptop with the MTN HSDPA data card (using VC sim), and then a desktop for all the family to use, where we also want internet connectivity. We've been using the Nokia PC suite with bluetooth or cable to connect thru Nokia 6680 for connection on the PC.
The laptop has onboard 802g wireless, so now to get the desktop to use the laptop's HSDPA conn, I got a 'cheap?' (+-R250) USB wireless dongle for the desktop.
Just make the laptop's connection shared (under advanced tab, on the conn setting) connect the laptop & desktop via wireless (ad-hoc), and voila! I didn't need to change anything on the datacard dashboard prog.
If you open internet explorer on the desktop it connects thru the laptop's datacard.
And laptop is still free from cables to move about. Much cheaper than the expensive router.
But using lan cable between the two should work same.