In reply to Cthulhu:
Seems you're right, from the website:
"PLEASE do not bring mobile phones or any electronic devices, such as Blackberries, iPods, or PDAs as they are not allowed within the Embassy. We also strongly advise that you do not bring large bags, such as backpacks, suitcases or packages to the interview as there are no storage facilities on Embassy grounds. Please consult this list of Left-Luggage storage facilities (PDF) for possible locations to temporarily store such items."
Although when I went earlier this year I had a mobile phone (which they stored) as well as a backpack (which they searched) with a book in to read while I was in there. Maybe they've stepped up security in the past few months or maybe I just look very trustworthy.