[SKS06460]

If I haven't checked the weather from the Today Screen in some time, usually at least a day, the phone needs to connect to the internet for the update.
My problem is, after the weather is downloaded, the phone won't break the data connection. I need to manually disconnect.
Is this the way it's supposed to be, or is there a setting somewhere that I'm not aware of to automatically break the data connection after the download ?
Thanks in advance for your help.