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The E160e is a little on the chunky side at 85mm by 25mm by 11mm, but it only weighs 45g. Your SIM fits into a slot by the USB connector. The dongle is supplied with a USB cable, which could be handy if your USB slot is at the back of your notebook, or even on a desktop PC.
The dongle has a microUSB slot on one edge, so it can double up as a memory stick or a USB card reader. This means that you don't need to carry a separate stick for data storage, and could prove ergonomically useful: on our test notebook, two USB slots were quite close together and the dongle was large enough to make the second slot inaccessible.