How are you connecting now? The modem/network should only allow you to connect to the service linked with your SIM card, even with the default settings.
If you go to
System Preferences... > Network and click on the 5530 modem entry on the left column, you should see the telephone number, account name and password on the right side.
I assume you are in the UK, where contract account settings should be: (for other countries,
see this PDF)
Telephone Number: internet
Account Name: web
Password: web
Also, check
'Show modem status in the menu bar', so you can connect using the phone icon in the menubar at the top of the screen.
If you sign up for an online account at
Vodafone.co.uk you should be able to monitor usage of your data allowance - you might need to plug the SIM card into your mobile phone to find out the number associated with it and receive the account confirmation text message they send when you sign up.