There are a lot of long explanations on how to make this mobile broadband model work correctly with Linux, most of which are Ubuntu based, but it's actually really simple.
The modem is recognised but the key is that it requires the firmware to be loaded after every cold boot.
$ lsusb Bus 001 Device 007: ID 05c6:9224 Qualcomm, Inc. Sony Gobi 2000 Wireless Modem
Simply download and install gobi_loader either from http://www.codon.org.uk/~mjg59/gobi_loader/download/ or clone the git repository from git://cavan.codon.org.uk/gobi_loader.git
make sudo make install
Copy the firmware files from a Windows install (or Wine) to /lib/firmware/gobi
# cp /media/0646579646578579/Program\ Files\ \(x86\)/QUALCOMM/Images/Sony/UMTS/* /lib/firmware/gobi/
Reboot! Mobile broadband will now be available from the Gnome networking menu.