Check your settings first. Typically, if you are on a wi-fi connection, it trumps the cellular data connection, but on my Captivate, the wi-fi setting is set to go to sleep (and use cellular data instead) when the screen is off, which will most likely happen while you are streaming music. To change it so the wi-fi never turns off, to into the phone's menu -> wireless and network -> wi-fi settings -> tap the menu button and select advanced which has an option for wi-fi sleep policy that had been defaulted to sleep "when screen turns off". There you have the option to change it to "never" or "never when plugged in". I'm new to the Android platform, coming from a 3GS, so I'm still learning the ins and outs, but this seems like a big, expensive one to me.