Thanks for the responses - I had come to the same conclusion about desktop IE, and it does seem to keep the connection alive which is good!
Sadly I've not been able to get to the bottom of the VPN issue - having investigated further, I think that the wifi hotspot engages a VPN of its own to secure data transmission as there are tunnel adapters listed in ipconfig when connected, so it seems to be an issue with connecting the second vpn and subsequent DNS changes I think. I'll keep trying different configurations to get to the bottom of it. I guess the iphone must handle tbe vpn connection differently as it doesn't have the same problems.
As for the question about using public wifi with the RT - that's exactly why I use the vpn service, so that I know that all data is secured, and that's why this particular hotel wifi is so frustrating! But having investigated the supplier (Ucopia) it does seem that they do use vpn tunnelling to secure data which I think is at least part of the problem!