It used to stay dialed up.. but go into a dormant mode or something like that which would allow incoming calls when I was not passing traffic. For some reason now it just disconnects my data connection if I'm idle rather than keeping the connection but dormant. So after a bit if I have finished reading a webpage and I try to navagate, it has to dial up again. WTF?
I once stumbled upon a reg hack or something that enabled it to stay connected, but I can't find it at the moment. I didn't use it because mine WAS always staying connected.. but now it's not.