Depending on what phone you have have you tried using that as a data point? I use my Nokia N80 as a 3G data connection getting ~450Kbps on Orange. It saves carting yet more kit about.
I have a Vodaphone one(Well I do when I collect it back from Kipax
) that you can try with a O2 sim in it, IIRC it wasn't locked but you need to know the connection settings.