Hi Jitu
i am giving same solution to you which i gave to Arindam.
Try it with Nokia Handsets .In Nokia handsets there is a option in GPRS settings when needed and always online.In always online the case should be that which you are talking about and in some Sony ericcsson handsets they have inbuilt always online mode.
i am waiting logs fro Arindam and after your reply we can think in a new way
Regards