I have a Micromax 3g USB Modem (MMX353G) it is worse modem I have used ever. This modem is not for advance users. There is no settings for DNS Address Change. It is also an Adware product. It will always open Micromax home page. The most hopeless product.
You could overcome all these issues by simply using a router and use whatever DNS you want for each machine you connect through this modem using the router. I have a 3G modem that I bought from Reliance and it has that reliance home page that loads if I connect directly using the modem via the dialer but using a router sorts it out for me