Check which is your connection (lower left corner of the application):
If you have EDGE connection and 3G (WCDMA), should exist in the place where you have established the connection, deactivate the connection (modem should remain connected to the PC), click Tools/Options/Network, and then (like in the picture below) click to the falling menu for Network Type and select option WCDMA only:
Even if the 3G signal is weaker you will be able to make higher speeds. If you cannot connect now, simple return in the same falling menu the option WCDMA preferred.
Be Careful when Using Internet in Roaming
Before your trip check the prices of internet traffic in roaming for the country to which you are travelling because they significantly differ from those for the national traffic. You can check the prices here for postpaid, i.e. here for prepaid. Also, check whether your automatic software update is on, because even a small volume of internet traffic in roaming can be expensive.
Note: Find in manual how to control your internet traffic outside Serbia, or in Serbia border areas.