This is one of the issues that I'd like to solve as well. One of the great capabilities of Nokia Symbian OS is that you can directly press on a bookmark for example and it will pop up a menu asking you to choose the way you want to connect (GPRS, WIFI access point, WAP, ...)
You just choose from it and there you go! Once you close the browser or the application that requires the internet connection it automatically stops wifi!
I find this setup great and it makes things much easier. Any way we can have such a setup on our beloved TP2?
HTC Touch HD2
ROM version: TOUCH_X_TREME_23557_EURO_2_30_5_66
Radio Version: 2.09.51.03_2