What network are you on? If it's 3G/HSDPA then your data connection and voice connection should happily co-exist. However if you're in a 2G signal area then it's a bit different. Data and voice can't happen at the same time on 2G but the network *ought* to cut the data connection when a voice call comes in (as voice is generally considered to me more important). It's how it ought to work.

Now, if someone can tell T-Mobile UK that and get them to sort their network so that it works that way, I'll be a lot happier. As it is right now, if I'm on 2G, I miss calls if my phone is using data. Not good.