Alex,
If you are manually setting the usb-init stiring, you may include the CPIN=<PIN> in your init string like:
usb-init "AT+CPIN=27822;+CGDCONT=1,\"IP\",\"internet\""
In this example, the PIN 27822 is set to the SIM card.. This CPIN parameter may not work on all 3G dongles, but you can give it a try.