Yes - I have one. It's about the size of a matchbox and has a '3' SIM card inside. It connects to the 3 network and thence to the Internet and broadcasts that signal as WiFi, allowing up to 5 WiFi devices to connect to it and hence to the Internet. You can control who connects too. It's very sensitive, I've found - better than my 3G iPad. Good battery life - about 5 hours - and can be recharged from the USB port of a computer or via a dedicated charger. A great piece of kit...
Tim