Nokia :: 5530 Phone Always Keeps Connecting To GPRS Network

I'm having difficulties:

1. The phone always keeps connecting to my GPRS network (Tele2). When I go to the connections I can see that connection being active and transferring some data (not much, it's almost always at 7 kb). When I put my phone on the table I can hear that strange radio sound on the speakers (=some radio activity from my phone). I checked but there are no other programs that require the connection. I'm not using any email account on the messages menu.

2. Same thing happened when I connected to my neighbour's wlan. It always keeps connecting to it, even after I go to the wlan menu and disconnect it. It just refreshes and goes all the way again to connect to it by any means possible.