Since you are eating some ALA... and LA but are not converting you have some options.

1) start using a source of GLA (this is an intermediate step in conversion).
This is a vegetarian product, either evening primrose or borage oil.

2) You can buy vegetarian DHA... it is common in the states. I don't know what it is called in Britain. Ours is made by the Martek company predominately, but there are others. It is extracted from algae grown in tanks.
One brand is Neuromins, another targeting women is Expecta.
However if you choose this you won't be getting EPA from that source.
EPA is important and acts as a brake to AA synthesis. Excess AA can cause heart attacks/stroke. I don't know of a vegan source for EPA in USA...I think it has to come from fish or you. It is possible you may convert ALA better if you take a GLA supplement like I mentioned above. Your link to the new supplement is interesting, but rather low in EPA. It is the first EPA I have seen, grown from algae. We do not have it here in USA yet. Our algae products only have DHA in them so far.

And just so you know, the processing of fish into fish oil, removes heavy metals. So you are not likely to find mercury in fish oil capsules.
There is a laboratory that tests... www.consumerlab.com
for the fish oil:
http://www.consumerlab.com/results/omega3.asp
The process of distillation removes heavy metals. Fish body oils are much safer to use than cod liver oils in general. Liver derived oils have other problems associated with them.

(as an aside--- there is a movement in the anthropology field, that suggests that humans evolved along coastlines where
there was an abundance of fish. Humans have a huge need for DHA in the brain, we have the highest ratio of any land mammal,
and so fish provided that and enabled brain evolution).