Hello Jimmy,
Linux supports usb modems that are conform to the USB Communication Device Class Abstract Control Model by the ACM module. Anywhere in the internet there should be a compatibility list with supported modems. I have compiled the ACM module for the WL500g and it works successfully with the ELSA Microlink 56K USB Modem. Currently I' am working on the dial on process (pppd with chat). But to use an USB modem comfortable with the WL500g some scripts (eg rc.wan) and the web page for the WAN configuration must be enlarged with the feature PPP over USB Modem. Because I' am not an Linux expert I have to read many manuals for this work and therefore it goes very slow. Any help is welcome.