VMB (Vodafone Mobile Broadband) without Java
Luckily, there is usually a way to avoid installing Java while still using your mobile internet dongle.

The software they bundle with these devices is based on Java because it is multi-platform. They code one app to handle the functionality and deploy it. However, the drivers (for Windows) and kexts (for Mac) are not based on Java and use native code.

You need to ask yourself a question: do I need the SMS and extra functionality that their software provides? If the answer is no, then you can set up the device in the Network preference pane manually and avoid using their software (and thus avoid installing Java) at all.

If you have run the package installer they provided to you, great. If not, run it now. This should install the kext (and the horrid software) in to /System/Library/Extensions. You may find you get a pop-up notification when you do this telling you a new network interface has been found.

Open "System Preferences" and click on "Network" to open up your network settings and there should be an extra interface listed on the left named something similar to "Vodafone Mobile Broadband" or "Huawei" (depending on the make of the device). If not, click the "+" and add it to your interfaces.

Select the interface and on the right-hand pane you should see a few fields there; one for "Number", one for "Username" and one for "Password". Generally, these are consistent across all networks, but if the settings I provide here don't work then get hold of your service provider and they should give them to you.

Under "Number" type '*#99#' and leave username and password blank. Then, click the "Advanced" button to open the advanced overlay, and under "Modem" select the brand of the device that you have (it should be listed at the bottom). Leave the rest of the settings as they are, usually the defaults are correct, and simply change the APN to "internet". This is the one variable that will probably cause the most hassle as I know that at least here in South Africa each network has deviated from the standard "internet" now with the addition of LTE.

Click all the "OK"s and "Apply"s to save the settings and, with the device plugged in, click "Connect". If all the settings are correct (and hopefully they are) then you should connect to the network and be able to browse. If not, then get hold of your service provider and ask them for the correct APN and dial settings.

Good luck!