Go to http://www.3dongle4free.co.uk and create an "account". It will email you your code you need to add to get a ZTE USB dongle + 3 PrePay SIM FREE. Then all you do is pay the postage - £4.95!
I'm going to see if I can unlock mine, but even so under £5 for a USB dongle as a backup is a very good price. With the Mobile Broadband prepay deal this will get you 1gb of data for £10 to use within 30 days. Not brilliant, but if you get stuck it's a good idea. Even better if you have a data deal with 3 already, just pop your SIM in!
[Edit by Paul: I ordered one too and got it next day! Don't forget you can get 1 month unlimited internet for £5 by clicking this link (you must be logged into 'my 3' first.]