openmedia: I have a USB Modem from 3 in the UK as they were doing some crazy deals last year and the device was easy to unlock. Only problem is for 3g it is 2100 only. Some of the cheaper Vodafone NZ sticks are also 2100 3G, but 900/2100 GSM.
If you are going to get a modem here I'd check what frequencies it supports.
All USB modems sold by Vodafone NZ after the Vodem E220 are U900/2100
John