always connected to internet

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My phone is always connected to the internet. The we blue 3g icon is always on the top and I cant get it to disconnect. Is there anyway to have it set to connect only when I want to use it? I have checked the connection settings in the phone settings but I cant see anywhere it says to not auto connect.

I have closed all apps that require the internet like daily brief and turned of alerts from Gmail app then rebooted and its still auto connecting

It does not mean its connected, it just means 3G is avable