The problem is background processes. When you go off wifi it automatically kicks over to 3g. You could use flight mode but that turns off your cell Service as well. So no phone calls. Only other suggestion is a task manager. Kill any process that could use data.
Your right. It should be easier.
To add to what Rob is saying, i cant find any effective application to choke off and automatically manage the plethora of apps running in the background. I have been looking for a "best-in-class" download to help with manging my tasks to save on background data use and battery life. Can someone recommend the best task killer out there which will not mess up my Captivate?
I have read what folks are saying in other forums and they cautioned against using task killers. But, without this, backgroup apps soak up your memory and slows down one's Captivate.
The link in the post immediately before yours answers your question.