3G data dongles are all over the place these days.
Virgin’s is manufactured by Huawei (who seem to be the vendor of choice for 3G dongles), it’s actually a Huawei E160, (background on Huawei) for those that care.
It’s a USB stick which plugs into any spare USB port. When plugged in, as well as being a 3G dongle, it appears to the operating system as as CD as well which contains the software to drive the dongle.