I'm using it now to type this... it's easy...

System Preferences > Network > Choose "HUAWEI MOBILE" >click "Advance" > Modem Tab

I changed the name from HUAWEI MOBILE to Maxis3G since it sounds nicer 

Change Vendor to "Other"
then select model "HUAWEI Mobile Connect (u will see 2 HUAWEI, choose the 1st one)
Press "OK"

Configuration: Default
Tel Number: *99#
A/c Name: maxis
Password: wap

Press "Apply"
Click "Connect"

**notice tat sometimes u cannot click 'connect' to power up the modem, if this happens,
Application > MobileConnect > "connect"

Tats all... enjoy maxis3G guys...

my guess is msn's port number is blocked by maxis... i tried to call the customer service, the only thing they ask me do is use the web-based www.meebo.com or emessenger...

they block peer to peer ports, so i guess msn is within the range tat maxis blocked... correct me if i'm wrong bout this la...

my fren using in vista do some crack on his live messenger tat automatic change the connection settings, as for mac... i'm still waiting for maxis's feedback...

for current, only skype and iChat av i used can connection without any problem.