Blackberry 8900 Curve and O2 edge question

[Harbz]

Hello,

I've narrowed my new phone choice down to either a E71 or a 8900 curve on o2.

I know the 8900 doesnt support 3G, but on o2 with edge, is the internet always on, or do I need to connect each time I wish to use it? Can I leave MSN running all the time in the background?

Thanks.