Why won't my iPhone switch to 3G when I'm out of Wi-Fi range?

Every time i try to disconnect my iPhone4 with the Wi-Fi, it just won't switch to 3G until i try to restart my IPhone 4.It just happen once i updated to IOS6. May i know how to solve it and what had happen? Need help please.

If this occurs, switch to 3G manually. I think almost all iPhones can do that.

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