Set Power supply micro USB cable.
Red and Green LED shoud be blinking. Red LED indicate power consumption, and Green indicate reading/writing to the SD card.
In case SD Card insertion is loose, both red and green might be stay turn on. In this case, once remove power supply micro USB cable, then push SD Card in again, and power supply micro USB cable again.
In about a couple of minute, finally, GREEN led STAY turn on, and 3G dongle LED blink blue.