Thanks Paolo for the follow-up. If it is indeed the case that my phone is "intended for use in another part of the world", then it's pretty ridiculous. I bought a "mobile" phone because I am indeed "mobile": sometimes I'm in Europe, sometimes I'm in ...
Same problem here. Unlocked HTC Desire from Europe. Taking out the battery didn't help. Spent half an hour on Chat with Fido, the guy tried a bunch of things - no go. I'm getting EDGE instead of HDPA+, it's very slow.