If there is support for a broadband dongle, its very limited, though, I believe more support for third party USB devices is coming with the 3.1 update (by the end of the month). That said, if you have a smartphone that can tether, that's an alternative. With tethering your a500 should connect to your phone as if it were a wireless router and share its mobile data connection.
Using the T-Mobile Wireless pointer here. 3G but with WiFi.
Costs £10 per month on contract. Advantage is you can use the WiFi with additional devices,including Mac, Linux pc's
Posting from my Laptop as my tablet is currently downloading another 70 episodes of my favorite Manga.