Arduino MEGA 2560 and 3G FONA connection

Hello, I want to connect this: with Arduino MEGA 2560, but as I can see, the connection between Aduino and 3G FONA is done through serial interface. So even if the 3G modem can give me (theoretically) 7,2 Mbps, there is a bottleneck through serial, so I can never be able to open a web browser in Arduino and send data, for example. What do I do in this situation? Is there any other way? Did I miss something?