Why does my iPhone 4S switch to 3G when I lock it?

When I lock my phone for around 5 minutes or so and then I unlock it, it will switch from Wi-Fi to 3G and then it will switch back. It's hard to explain but 3G basically turns on when I lock it. Does anyone know how to make it stop because if I leave an app open I don't want it to use up all my data.

Take off your 3G.

It shuts off your Wi-Fi antenna when the screen is off and is not using data. When it starts receiving data it will turn back on. If you turn the screen on it will turn back on too.

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