The modem that has always worked for me with this setup is the Huawei E160. I set it up on Linux because it gives me fine grained config control at every stage, but if all you need is to plug in the modem and have it shared as quickly as possible, the FreeBSD based router distro pfSense is what you're looking for. Here are the steps:
Get one of these modems http://doc.pfsense.org/index.php/Known_Working_3G_Modems (i bet the 160 would work with it too). Being that it says "probably many others" try your ZTE modem too.
Get a wireless card for your gateway box.
Install PF sense according to the docs http://doc.pfsense.org/index.php/InstallationGuide
and bam! you have a wireless access point sharing your net. Installing Squid as a transparent proxy is really crucial in my opinion as it cache's static content, freeing up bandwidth that would otherwise be used getting the same static content (works especially well for social networking sites)
Make these changes http://forum.pfsense.org/index.php/topic,8620.msg59306.html#msg59306 to get squid to work properly.