Troubleshooting New Paperwhite 3 - EDGE only, never 3G

Hi

I have just bought a new Kindle Paperwhite with the 3G feature from Amazon UK (I live in the UK and am using the device there now).

Ever since I've got it, it will only connect to the network over EDGE (it shows an "E" next to the signal strength meter).

I have tried it in several different areas, including right in the centre of the city where I live, and I still only get EDGE. I am confident that Vodafone (I think they provide the Kindle's coverage in the UK) would have 3G in those areas.

Has anybody got any ideas on why a device might stick to EDGE?

Thanks