I am using the latest stable Ubuntu. I wanted to borrow Reliance Netconnect from my friend, at times. After plugging it Ubuntu Network Manager correctly detects it and you would able to start a wizard under connection icon present on the notification bar. However, even after changing most of the values, I was not able to get connected to the internet, even though connection manager, says i am already connected.
Some quick google confirmed that WVDIAL can support Reliance Netconnect and it did
sudo apt-get install wvdial
Now edit the /etc/wvdial.conf and add your mobile no as username and password.
number to dial is #777
gksu gedit /etc/wvdial.conf
now in the shell type
sudo wvdial /etc/wvidal.conf
minimise the command shell window and you should be connected to the internet now.