There is alot of information on internet explaining installation of sakis3g. Anyway, here is what im using..
apt-get install ppp
wget "http://raspberry-at-home.com/files/sakis3g.tar.gz"
chmod +x sakis3g.tar.gz
sudo tar -zxvf sakis3g.tar.gz
./sakis3g --interactive
Be aware of that most USB modems act as two devices - a USB storage device and a USB modem. When plugged in to the Raspberry PI the device is usually in USB storage mode. There is a program called usb_modeswitch that we can use to do the switching, and sakis3g uses this program to switch the usb device into modem, but sometimes this will not work and you will get connected failed. For manually swith your modem read this page .