There’s an interesting question on Yahoo! Answers from Noodles, a new customer of the 3 dongle. Firstly Noodles asks if she can send SMS texts from the dongle to a mobile phone, and then asks for more details on charges.
Though there are some answers, (kiki informs her that you can indeed send messages), a full explanation can be found on the mobile broadband section of the 3 website here, and states:

Can I send SMS messages using the E220 Modem?

Yes. Simply open the 3 DataModem Software and select the Envelope icon at the bottom of the screen.
For both Pay monthly and Pay As You Go customers, when you send text messages this way, you will be charged a standard rate, or it will be taken out of your allowance if you have a text Add-on.

Take a look at the question at Yahoo! Answers and let Noodles know if you have anything to add.