Strange.
My mate with his 3GS doesnt have the ebay app and it happens for him...?
I had this problem myself and did a bit of digging around on the Apple forums. Removed the eBay app I had installed as suggested by one member and the problem has been solved.
Sounds like you're in an area where the phone is constantly switching between EDGE and 3G..
I've experienced this in London of all places whilst away on a course. It was rubbish.