Typical Dongle LED colours (Jan 2011)
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Colours of the lights on a 3G dongle will tell you a lot about not only the connection status but also about the available signal when not connected.

In fact you can even use a dongle in a USB charger to monitor signal availability without any PC. Green FLASHING = 2G GPRS, Blue FLASHING = 3G available
You can also do this with a car's 12 volt USB charger in the cigar lighter socket to monitor available signal as you drive.
If you get good lights with an adapter but not with your PC, suspect your USB port power supply may be faulty. Try maybe a double-headed cable or a hub that uses two USB sockets to provide a power boost.
Colours will vary with the make of dongle: Not all dongles have Violet available.
Huawei Dongles (eg E220, E160/K3565, E169)
LED Colors
GREEN:
DOUBLE Flashing green: No service is available, or no SIM.
SINGLE Flashing green: GPRS (2G) service is available.
Solid green: Connected to a network using GPRS (2G).
VIOLET
Flashing Violet: EDGE (2G+) service is available.
Solid violet: Connected to a network using EDGE.
BLUE
Flashing blue: UMTS (3G) service is available. (HSDPA may also be available)
Solid blue:* Connected to a network using UMTS (3G).
CYAN (Light blue)
Solid cyan:* HSDPA (3G+) service is being used during data transfer. Usually returns to dark blue wne data has stopped transferring
Most ZTE Dongles (e.g. Vodafone K3570-Z)
LED Colors
RED:
Flashing: No service or No SIM or SIM in wrong way round.
GREEN:
SINGLE Flashing green: GPRS (2G) service is available.
Solid green: Connected to a network using GPRS (2G).
VIOLET
Flashing Violet: EDGE (2G+) service is available.
Solid violet: Connected to a network using EDGE.
BLUE
Flashing blue: UMTS (3G) service is available. (HSDPA may also be available)
Solid blue:* Connected to a network using UMTS (3G).
CYAN (Light blue)
Solid cyan:* HSDPA (3G+) service is being used during data transfer. Usually returns to dark blue wne data has stopped transferring
ZTE MF112 (eg 3 mobile)
RED:No Service
GREEN:
ready to connect
GREEN FLASHING:
Connected to HSUPA (Yeah I know - crazy!)