I have just bought a DIR-451 3G router with the DWM-156 and has upgraded both to the latest firmware available for both.
Tried to share my 3G service by the local Singapore MobileOne telecom company but in the status screen, the WWAN just keeps showing "connecting" and there is no internet connection.
Tried plugging the DWM-156 directly to the computer and was able to get internet connection, so it's not a problem with the login credentials or the 3G service.
Tried the DIR-451 with the ZTE-MF628 with the same SIM card and service and was able to connect.
So my conclusion is that the implementation of the DWM-156 support on the DIR-451 need debugging! Can someone from Dlink respond? It's ridiculous that it is unable to provide proper for its own brand devices.