Suz, I think you might be thinking of a USB 3G data card (sometimes referred to as a dongle) I asked about these a while back - see the below relevant thread.
The simple answer is yes they do work, but are slow and very expensive. The subscription would also have to be set up in the UK with a typical carrier such as T-Mobile, Vodafone etc.
Hope this is helpful
{A Link to an old CBF topic was here - no longer available}19183&SearchTerms=3G