I don't know if this thread is still relevant, I came across it while searching for the solution to the same problem.
I found this while searching the three site, (link) : -
http://www.three.co.uk/personal/help...a_question.omp
click on "Using Mobile Broadband" then the link to "Using email"
Basically it requires that you simply change the Outgoing mail (SMTP) field to smtp-mbb.three.co.uk
I tried it and it works for me.