Data/3G Problems :(

[Ratty85]

Hi all.
I've not long had my Galaxy S3 and i have noticed a small issue i wondering if i could get some help with.
When my phone is on i get a 3G connection. So im able to get data such as streaming the radio from my phone (which i do alot) and search the internet and stuff like that.
When i want to stream the radio for example and my phone screen turns off, my 3G/data connection goes away, meaning i cant stream. Turn the screen back on and i get a connection again.
Is there anyway to fix or stop this from happening?
So i get a 3G connection even when my phone is not in use, thats what seems to be the issue.
I think i get the same issue with WiFi also but not 100% sure

Thanks all
Leigh

[osama]

Turn power saving off