KIS firewall is probably giving that warning. It has been awhile since I used KIS but the software for the Broadband dongle needs to be given permission in the firewall settings for automatic connection. This will give you a place to look for an explanation on some settings to check. http://support.kaspersky.com/kis2011/settings/firewall?qid=208281942
When i try to connect to the internet with my Mobile broadband dongle (ZTE MF112), it says "Software activation has made 'xxx' unsuccessful attempts over 'WWAN' bearer type. The software will be blocked for 'WWAN' connections after 'xxx' more failed attempts.Contact your system administrator for more information." ('xxx' replaces some digits)
Until i click on "OK" it doesn't get connected. Once i click on "OK", i can connect to the net and work fine.

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