Jenny,
Why not pop into an Orange shop or carphone warehouse type place and aske them to demonstrate one.
I remember ours came with a disc which we had to load and then the thing shoves in the side. When you need it start up computer with thingy in it, click on icon and start and it works. I'd check out prices of all models before buying.
Mostly they know nothing about roaming charges.
Cheapest option, for intermittent access, depending on where you plan to go, would probably be WiFi . In less 'developed' areas internet cafes are often the best option, we used them extensively in Morocco last winter.
As far as mobile internet access is concerned I think the best option, for roaming, (at the moment) is a Vodafone contract, see
this page . They also have a good price for UK mobile internet access. I have to say that it's not easy to understand exactly what you will be paying, it might be worthwhile printing the page and taking it along to a Vodafone shop, if you are lucky there will be someone there who can explain the options and costs.
The cheapest roaming charges are always with 'partner' networks, the problem is it can be VERY expensive if you are in a country where there are no partner networks, or you connect to a non-partner network by mistake!
For countries without partner networks you might want to research Virgin Mobile, they offer £5/Mb charge for any network (and no contract needed).
AndyC