(Please note that you won't be able to access the SIM card or the onboard Micro SD socket if you go for the enclosure.)
Step 1: Parts and Tools
Vodafone K3565 / Huawei E160X USB 3G dongle
Huawei 3G Plug to SMA Socket pigtail (PIG-HUAWEI-SMAS-30 from Solwise in the UK, other suppliers unknown?)
75mm x 50mm x 27mm enclosure (Unscreened or Screened)
3G external antenna with SMA connector
5mm drill bit
Small Phillips / Pozidrive screwdriver
Fine-grain sand paper
Nut & washer for SMA connector OR epoxy resin (depends how lazy you want to be about fixing the external antenna connector to the enclosure!)
Step 2: Make our LED brighter
I simply took a flat file to the area above the Vodafone logo to remove the semi-opaque coating, and then polished with some fine-grain sandpaper.
For maximum light you'll want to drill a hole in the upper shell of the casing and led the LED shine bright into the enclosure; this approach will give a much brighter indicator.