Huawei USB modem didn't work in my Windows Vista laptop. my2cent blog helped me to resolve the issue. :)
You can download Huawei E220 Vista Firmware (v11.110.05.00.00) from the link below.
As in the screen shot below shows Device manager should list Huawei in the Modems section if the device has been correctly install in the machine.
Few days after writing this blog post I dicovered what is causing me this problem. It's VMWare. I uninstall that and now device works fine. :)