All of these mobile broadband gadgets require different settings. You should contact T-Mobile for support. This does not sound like a Dell issue. I have located the support site and entered your error and found these solutions, one of which will probably help you:
I have a dell inspiron 1300 laptop and when i try to connect to the internet using my tmobile wireless internet usb stick it comes up with "Error 720: a connection to the remote computer could not be established. You might need to change the network settings for this connection." i have tried to uninstall and reinstall the tmobile program however this has made no difference.