Savvy Mac users know you can get virtually any 3G USB dongle working by using the built-in dialler, but using the official software gets you more info like speeds and whether you're approaching download limits. Unfortunately, Vodafone's official Mac software is dead in the water when it comes to Snow Leopard. Fortunately, there's an easy fix.
Getting the Vodafone software installed was one of the few tasks I managed before the MacBook Migrant project was abandoned, but initially it seemed to be even worse than the bug-ridden Windows version and didn't even install properly. However, the solution turns out to be pretty easy: ignore the recommended version on Vodafone's Australian site and grab it from Vodafone UK instead. (Presumably, the local operation will eventually start recommending this one as well.) Thanks Trib!