If you have a wireless router then you can connect multiple devices to your Mobile Broadband connection. This applies to any Wi-Fi enabled device, which in my home includes Laptop, Mobile Phone, Nintendo DS, and a Nintendo Wii. There are a two main ways of doing this, either you can get a Wireless Router which has Mobile Broadband built-in, or that you can connect your Mobile Broadband device to. Or, you can set-up a home network and allow other devices on the network to connect through your computer which has the device attached.
I know Vodafone has had a wireless router with included Mobile Broadband for a few years now but it has always been very expensive and only available to business users. For the Consumer market I have heard that T-Mobile and Three both have plans to release these but will most likely be locked to their own networks.
For those wanting to try a standard wireless router, here are some links to guides to get these working.
For Windows users I recommend this guide from Microsoft:
For Linux users I recommend this detailed HOWTO:
or this shorter HOWTO:
And for Mac users, this guide from Apple:
For those of you who do not have a Wireless Router at the moment, they can be purchased online at the following places among others:
The Carphone Warehouse