Generally HSDPA is not available everywhere, where you have 3G coverage, as it requires special equipment on the basestations. So it may not be rolled out to rural areas.

Some early ROMs for your Jasjam (which is also called by it's internal designation "Hermes") came with deactivated HSDPA, which you can activate as described at http://wiki.xda-developers.com/index.php?pagename=Hermes_Utils#SetHSDPA.

But I would highly recommend to upgrade your Jasjam to Windows Mobile 6, which will not only bring HSDPA but make your Jasjam run more stable, smoother and will add extra functions, such as an integrated VoIP client.
Afaik imate hasn't released any WM6 ROM so far, but after easily removing the CID (see: http://pof.eslack.org/hermes-unlocker/), you can use any ROM available for one of the Hermes variants. 
The Hermes is actually sold as HTC TyTN / O2 XDA trion / T-Mobile MDA Vario II / Vodafone 1605 VPA Compact III / Orange SPV M3100 / Dopod CHT 9000 / Dopod 838 Pro / DoCoMo hTc Z / Qtek 9600 / iMate JasJam / Cingular 8525 / AT&T 8525 / Swisscom XPA v1605 / SoftBank X01HT / Vodafone PDA 1605 / Vodafone PDA 9600, but their internal hardware (except for the Cingular version) is always the same and so ROMs are 100% compatible - only the housing varies with some models.
So you could use the official HTC (HTC is the actual producer of the Hermes and not only a brand like Jasjam) ROM for your Jasjam, as it's the newest one available: http://rapidshare.com/files/46467733/HTC_TyTN_WWE_3.54.255.3_6275_1.48.00.10_108.exe
Please notice, that flashing another vendor's ROM may void your warranty - I did it anyway with my Hermes, since I could easily return to my vendor's ROM if necessary.

If you need additional information see:
http://wiki.xda-developers.com/index.php?pagename=Hermes_UpgradeForBeginners
http://wiki.xda-developers.com/index.php?pagename=Hermes_UpgradeFAQ
http://forum.xda-developers.com/forumdisplay.php?f=355

Another thing to check after coverage is if this problem exists with other handsets.

Vodafone's network is quickly saturating, and I hear there will be soon improvements in their available bandwidth - changes will also allow for HSDPA cell sites to support up to three times the current number of users, and there are some cell sites that are currently saturated.

If you try with another handset (other model) and observe the same speeds, than it would be either coverage or saturation.

There's a network monitor application available for the Hermes, by which you can make sure if HSDPA is actually available.

Go to http://wiki.xda-developers.com/index.php?pagename=Hermes_Utils and download the "field test" application.

Copy it to your Hermes, etablish a 3G connection and thereafter run field test. In field test click on "Group" and select "HSDPA CQI Status" - values higher than zero indicate HSDPA usage.

I don't know how Vodafone proceeds in NZ, but there're providers out there who require HSDPA to be activated for each user's SIM card. So maybe check with Vodafone if your SIM is allowed to use HSDPA.

chiefie: my jasjam has HSDPA enabled and it was bought in Nov 2006 through local IT supplier/channel which has Vodafone customisation.

Cynic: aVOiDAFONE have told me they have no plans for a WM6 ROM update (unlike every other major network operator)