Cannot get on to OWA via ZTE MF636 dongle

We have a ZTE MF636 mobile broadband dongle connected to a laptop.

Our server run Windows SBS Server 2003 with Exchange 2005.

When connecting the laptop to a wired or wireless connection to the internet, we can easily get onto OWA on the server (https://<wan address>/exchange.

When connecting via the dongle, we cannot get onto OWA on that server.

We can, however, connect to normal web sites.

I believe the problem may be at the server end of things as we can get on to OWA on a couple of other servers.

Has anyone come across this one before?