Is the United States the only country with a "freedom of speech", in
other words can you go to any other countries and protest freely even
against the government?

Dear Happy2seeall, 

No, the United States is not the only country with "freedom of
speech". Freedom of speech is one of the principles of democracy, and
many democratic regimes uphold the freedom of speech.

However, as Probonopublico has noted, in many countries (including in
some circumstances, the United States) freedom of speech is limited.
In the United States, for example, the freedom of speech does not
protect someone who'd just try to cerate panic (for example, by
"Shouting fire in a crowded theater", see
<http://en.wikipedia.org/wiki/Shouting_fire_in_a_crowded_theater>)

Here you can read about the freedom of speech in different countries: 
Freedom of Speech (international)
<http://en.wikipedia.org/wiki/Freedom_of_speech_%28international%29> 

And here about :
Freedom of Speech
<http://en.wikipedia.org/wiki/Freedom_of_speech> (as a principle)

I hope this answers your questions. Please contact me if you need any
clarification on this answer before you rate it.

People in the UK are always protesting against the Government, not
that it does them any good.

Exceptionally, in times of National Emergency, habeas corpus can be
suspended and dissidents can be locked away for years without trial.

This happened in 1940 (during WWII) and to a lesser extent in 1926
during the General Strike.

Yeah us Brits have Freedom of Speech but that does not extend to
inciting racial hatrid and now, I think, glorifying terrorism; correct
me if I'm wrong.
Doesn't the US have very relaxed (too relaxed if what I understand is
true, in my opinion) and you can say anything you like? I think our
rules are fair, but I may be biased