I have unlocked, so far, 3 x T-Mobile (UK) ZTE MF626 broadband dongles.
Guide to unlocking and link to download - http://forum.gsmhosting.com/vbb/showthread.php?t=806533
You may be able to get your Orange dongle unlocked or you can get the ZTE dongle pretty cheaply (£18 at Carphone Warehouse in UK). Much cheaper than the Manx Telecom dongles. The (locked?) 3G modem/dongles available from MT are way more expensive (£100+) than the UK ones, so this represents quite a saving.
Once unlocked I use a Sure CW IOM pay-as-you-go SIM in the ZTE dongle to connect.
I have used this in Ramsey, Maughold and Douglas. It connects using EDGE (Sure CW IOM do not have a 3G network) and I get speeds around 200+Kbps download for 1p/MB. Pretty good value I think, but you can get 1GB for £5/month or "unlimited" for £10/month. Speed is fine for email and browsing, but slow for heavy downloads.
I used the same T-Mobile connection software that came with the modem. I just added an entry in the settings for Sure. APN is "internet", username and password are left blank. Dial string is "*99#" without quotes.
I have not tried this with a Manx Telecom SIM card, but this should connect using their 3G/HSDPA network Island-wide with the right SIM. Manx Telecom only supply 3G capable SIMs on a pay-monthly contract, not on PAYG. If you do use PAYG, they charge 49p/MB.