Hello,
Has this actually been tried? Does it work?
I have not tested the CBA250 cellular broadband adapter (link above). However, I have no reason to believe that it does not work, providing that supported modems and networks are used. The web page says that the unit is compatible with Windows 2000/XP/Vista, Linux and Mac OS X. Unfortunately, the supported devices list does not specifically mention any Australian networks, so it would probably be wise to ask the manufacturer about your modem/network combination.
Regarding mobile broadband routers/gateways,
this and
this could possibly be of interest to you. Also, the lists for the (example) routers
here seem to contain at least one supported modem model for Australia.
Jan