I also just bought 3's pays as you go and have a host of questions, noticing a dearth of answers around here, I will try to sum up my research:

1) There does not appear to be an external antenna, the pig tail socket is apparently only a 2G antenna. You can get around this by using an antenna coupler that clips onto the modem, but these are very lossy, 20% or more. 3G Modem Accessories

2) 3G uplinks at 1900 Mhz and downlinks at 2100 Mhz, This is very close to Wifi at 2400Mhz, as a consequence many Wifi antennas will work providing the lower cut off frequency is below 1900 Mhz. Alternatively, you can build your own hi gain directional antenna. Earth: Mostly Harmless :: July :: 2006

3) As far as I can gather the actual bandwidth available to a cell is a fixed constant and shared out between all the users, [of a particular cell.] As a result, speed is by and large a function of the number of people using a cell. So if you live in student area without broadband, it is going to be slow!

4) If you are used to "always on broadband," then you have surprise coming. With broadband, channels remains open more or less indefinitely. With 3G, the cell is a bottle neck which, potentially, has to deal with a large number of simultaneous users. To do this channels, isp numbers and all the other things that make the web work are allocated dynamically on an as need basis. What this means is that once a download starts, the speed is quite acceptable. But it may take a long time for the download to start.

Related to this last, at the weekend I tried to download an Open Office update of 120 MBs and had the distinct impression that the cell,[as part of its traffic management,] was intermittently reallocating the channel I was assigned. Whatever the case may be, the update was too badly corrupted to be usable.

5) As far as I can gather, the pay as you go modem is not locked. I think that if this was not the case for PAYG, they would have a very difficult legal position. What has been disabled is the manual service provider selection. To get around this all you need to do is set up a configuration file for your new provider and set this as the default configuration. Like I say I have not actually checked this because neither Vodafone nor T Mobile will give me 3G sim card without buying the modem. I hope shortly to be back in France and trust that Wannadoo will be more co-operative.