i "think" you can go to Manage Connections, then uncheck Mobile Network, and then check Wi-Fi only, if you want only Wi-Fi to be running. BUT i also "think" that if you are running Wi-Fi only, the at&t blackberry bold's phone won't work, period; instead, the at&t blackberry bold's phone can only work if Mobile Network is checked.
sorry if this doesn't add anything helpful
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