I've got the same problem, why is it the speed is fine at home but not at the caravan? thing is the signals far stronger at the van than at home.
Also it's not so much download speed, (once it wakes up 300k although very slow is ok for my uses), but it just hangs doing nothing? Firefox constantly times out.

One good tip Three gave me was to check your connection, early dongles defaulted the 'APN' to 3internet.co.uk, if so, manually set up a new connection, call it whatever you want and change the APN to 'three.co.uk' set to 'static'.

Overall this made a difference in as much as homes faster at 1.6mb+ and slightly reduced hanging at the van!

Off to try the firewall trick now and search down that compression software, hope it's better than 'onspeed'