The cheap way is using Internet Connection Sharing. Follow one of David's links on the subject. Not too hard to do, but you'll need to always have the PC with the 3G card in it powered on in order to use the other laptop.
The elegant way is to buy a 3G router. I looked at a bunch of them and settled on products from Cradlepoint. I've had my
Cradlepoint CTR350 for almost 2 years now, and it's a great product. About the size of a deck of cards. Just plug your USB based 3G card in, and it's an instant 802.11g wireless hotspot. Also has a wired ethernet connection you can use.
Since I bought mine, they came out with a bigger better model that does wireless N. If shopping today, I'd probably buy the
Cradlepoint MBR1000.
Finally, for a really neat device, they have the
PHS300. It's the size of the CTR350 (same features), except it's battery powered. You can set up an instant hotspot even if you don't have power! Runs about 2 hours on battery.
Why Cradlepoint? They have the best support in the business. Their stuff works, and if it doesn't, they'll make it right. I bought from
3Gstore.com, and they also have amazing support. I've had them fix problems for me at 10 PM.
I have no ties to either Cradlepoint or 3Gstore except as a very satisfied customer of each.
-Bob