The only time you would use the connection manager with a router is if you used ICS (Internet Connection Sharing) with a regular non-EVDO router.
Windows (or Mac) treats your EVDO card just like a old fashion dial-up modem. In fact, it is even listed under Dial-up in your Network Connections dialog box:

You just double-click on your Mobile Broadband icon to get online. To access the above screen, right-click the network icon in the system tray, and choose Open Network Connections or click Start---> Connect to and select your modem.
To simplify this in the future create a shortcut on the desktop. Highlight the icon and drag it to the desktop:

Now you can just double-click it and you are online. Using this method can sometimes avoid the pitfalls of a new Connection Manager that does not function properly or creates performance issues.