The W800i isn't a 3G capable phone I don't think, I had a hacked K750/W800i conversion and download speed was standard.

3G just means 3rd Generation, meaning a technology which involves higher badwidth and data transfer speed as apposed to standard wifi or 802.11 networks.

Check out the Wiki on 3G for more info http://en.wikipedia.org/wiki/3G

The best type of phones to use with N800 I found were Nokias :S
I have the Nokia N95 and it works even better than my home network connection I find

If Nokia release another new firmware that will update flash to version 9 then check out sites like TV Links where you can see how data transfer improves while watching flv videos.