Oh my god! The PIN was the problem! It now successfully connects to my Telus 3G connection. This definitely makes my eDGe and my 3G stick more useful now. Someone should compile a list of working sticks and also put in the KB that the SIM PIN needs to be disabled.

Link to my providers website: http://www.telusmobility.com/en/ON/h...2e/index.shtml
The device is: Huawei E182E