Setting up a mobile broadband connection on your device in the UK involves several steps. Here's a general guide:

1. **Purchase a Mobile Broadband Device**: This could be a dongle, a mobile Wi-Fi hotspot, or a data-only SIM card. The choice depends on your needs and the devices you plan to use.

2. **Choose a Service Provider**: Some popular mobile broadband providers in the UK include EE, Vodafone, Three, and O2. They offer a variety of plans based on data usage.

3. **Install the Device**: If you're using a dongle or a mobile Wi-Fi hotspot, plug it into your device or turn on the hotspot. If you're using a data-only SIM card, insert it into your device.

4. **Install Necessary Software**: Some devices may require you to install software. Usually, when you plug in your dongle or turn on your hotspot, your device will guide you through the installation process.

5. **Connect to the Internet**: Once the software is installed, you can connect to the internet. If you're using a dongle, the connection will be automatic. If you're using a mobile Wi-Fi hotspot, you'll need to connect your device to the hotspot.

6. **Set Up Your Account**: Depending on your service provider, you may need to set up an account to manage your data usage and payments.

Remember, the specific steps might vary slightly based on the device and service provider you choose. Always refer to the instruction manual or guide provided with your device for the most accurate information.