^ That, or in an off chance it's not there, you can do it by going into the diagnostics (Testing) menu:
1. Open the phone keypad
2. Type *#*#4636#*#*
3. Go to Phone Information
4. Under Set Preferred Network Type, choose GSM only
I believe this setting is automatically overridden when you go to Settings>More...>Mobile Networks or if you reboot the phone.