immigrants to the US 1903

I'm new at this "searching for ancestors" thing... But now I've finally found out that one of my great grandfathers left Norway after having knocked up a girl he wasn't married to... (And this resultet in my grandfather...) I thought I had it all sorted out when I found his name, age and date of emigration on the sites of Digitalariviet, but after having studied this information further, I lost him in England. My great grandfather was named (Iver) Fridthjof Hage. He was born in Hamar, Norway, in 1883 and left for Chicago on the ship Montebello on March 20, 1903. My problem is that Montebello arrived in Hull, and I have no idea where and when he left from there. I assume that he went by trai to Liverpool to board another ship there, but which one I don't know. Neither do I know where his arrival port was in the US, but it was probably not on Ellis Island as I find no match on his last name in their databases. My biggest fear is that he changed his name completely to make it easier living in America... How am I supposed to find him then?!? I have also tried searching the Mormon databases without luck. Now I hope maybe someone reading this can be of any help, I'd be most greatful for any kind of information that can take me one tniy little step closer to my lost ancestor in the US. - Linda