OK, if you're using the official ROM from UTStarcom then your arrows should be going grey to indicate an idle data connection.
It may be due to an application you've loaded. Are you willing to do a hard reset? If so then you should be able to get the proper functionality back. Then just carefully watch as you install your apps to see which is responsible for hijacking your data connection.
If you can't hard reset then you may need to try removing various applications to see if you can fix it that way. First though, go to Settings->Memory and check the running programs tab and make sure everything is closed (except ActiveSync). If the arrows are still white then try removing some apps (start with the most recent) and see if you can't gain it back that way.
Good luck! Let us know if you find out what is the cause.
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