Wireless switch-off when Windows mobile in sleep mode

The wireless connection in mobile phones with Windows OS is switched
off when it is in power saving mode(timer switched off when not in use
for certain time). If we need to continue to be in wireless mode even
when the user is not using the mobile hand-set, what needs to be done?
Is there any registry-entry to be amended??

Kindly let the solution be known if available...

Thanking in advance.