I have successfully used the T-Mobile / HTC Dash 3G as a "modem" or "tethering" device via USB on Ubuntu 9.10 and via bluetooth on Windows XP.
Ubuntu sees the phone as an ethernet port with dhcp enabled. In other words, it's about as easy as can be to do.
Just plug in the phone to the computer via USB. Then click or tap on Start, then Device Manager, then Internet Sharing.
Choose USB from the top menu then click or tap Connect.
Wait a few moments and Ubuntu will tell you it sees an ethernet connection.
Make sure you have Automatic (the default choice) selected in Ubuntu's ethernet network settings.
That is all.