I may have spoken too soon regarding no having internet access. I just plugged in my Sony Ericsson phone via USB, switch it to 'phone mode' and Ubuntu instantly recognised the phone as a modem.
I did have mobile internet working on an older release of Ubuntu, but not without scouring the internet and typing magic incantations in to the command line. I love it when computers 'just work'!
I'm tempted to try it again in Vista to compare, but I really should get back to the packing.