1) If you are having a broadband connection,please follow instructions on http://aswinatgec.wordpress.com/2008/08/30/connect-to-internet-in-ubuntu-804-a-simple-guide-to-windows-users
2)If you are using a mobile broadband, follow the instructions on https://sruthidevi.wordpress.com/2010/01/30/settingup-mobilebroadbandairceldocomo-in-ubuntu9-10-karmic-koala/
3)If you are using a net-setter or you are not able to configure your device with Network manager, you can use wvdial

    Plug in and connect your device to PC
    $sudo apt-get install wvdial
    $sudo apt-get install pppd
    $sudo wvdialconf /etc/wvdial.conf
    This will genarate configuration file with information about your modem
    $sudo vi /etc/wvdial.conf

[Dialer Defaults]
Init1 = ATZ
Init2 = ATQ0 V1 E1 S0=0 &C1 &D2 +FCLASS=0
Modem Type = USB Modem
; Phone =
ISDN = 0
; Password =
New PPPD = yes
; Username =
Modem = /dev/ttyACM0
Baud = 460800

    This is a sample of file genarated.Remove semicolon from lines Phone,Password,Username and fill in the details.Save your changes and exit from the editor
    Run wvdial
    Disconnect by pressing Ctrl+C