While you don’t state the exact model of the ZTE USB 3G device, the 636 and 637 are currently not supported.
http://forum.mikrotik.com/t/zte-mf636-usb-3g-modem-supported/30569/1
I am using one a product from http://www.netcomm.com.au for the time being. it works, but about once a month the connection is lost and it doesn’t automatically reconnect it within a couple days.