Asia and UK banking practices

I just tried opening a personal savings banking account with Abbey and the application was rejected because I have no record of credit references.
Now,what are they talking about??I have just moved here for 3 months, what credit reference do they want? I am not asking for a loan or applying for a credit card, I just need a savings account where my salary can be deposited when I get a job!
In Singapore and Malaysia, you go to the bank, they serve you and the account is opened immediately as long that you bring the required documents.
However, here in UK, you have to make an appointment to have the bank advisor to help you with the account opening and once the paperwork is done, they will write to you to inform you whether the application is approved.
In Asia, if you were to inform the bank that you have a million dollars to invest/deposit into an account with them, they would wine and dine you, even go all the way to send someone to attend to you personally at your convenience.
However, in UK and probably the rest of Europe, they will probably want information on how and where and when you got this sum of money. No doubt that this is a precaution against money laundering but it definitely makes life very difficult.
Now, I have been advised to go to Lloyds or HSBC where they have a special account for new immigrants to UK but the admin.charges is about 5,6pounds per month!