It's not a bandwidth issue at all... Works fine on my O2 Mobile Broadband.
srobarts,
The Dongles are designed to pick the strongest connection available, so if WiFi is in the area it will connect to that rather than HSDPA (3G in other words).
I would suggest speaking to Orange and finding out if they prevent it working or anything, it should work without any issues it doesn't use a lot of data to run.