Some 3G USB modems (e.g. the Huawei E1550) identify themselves as disks which contain the drivers needed for them to work (under Windows and Mac OS X, usually). Once installed, those drivers send a request to the USB pen which makes it identify itself as an external USB modem.
Under Linux, USB modem drivers use to be included in the system, but one still
needs to change the mode of the pen from disk to modem. The tool
USB_ModeSwitch does exactly that, but unfortunately the Debian package
usb-modeswitch-data depends on a version of udev newer than the one in
Lenny.
So I've taken version 20100418-1 of the package and from that I've created a
newer 20100418-1+lenny1 version which changes the location of a
configuration file and the minimum version of udev so that it can be
installed under Lenny. You can install the attached .deb package
(architecture independent) and then you'll be able to install the
usb-modeswitch package from Sid which matches your architecture. When they're
both installed, the system will automatically change the mode of the pen
whenever it is plugged.
(Of course, I decline all responsibility on the package. The source is available for any check you may want to perform.)