If you have used Windows Phone, probably you might have noticed that the Wi-Fi connection is disconnected as soon as you switch off the screen. This is not a best feature to have on a smartphone which is connected to Wi-Fi. As a result of this, apps running in the background might use 3G connection to update itself incurring huge cost.
To solve this issue, Jaxbot from Windows Phone Hacker has created a nice app to keep the Wi-Fi always on. The app, called Keep Alive will make sure that the Wi-Fi connection is not dropped even when you turn off the screen.
The app does not have any options or features, just run the app after you have installed and it will take care of keeping the Wi-Fi on.
Initially this app was available only as a homebrew one, which means you will need to have a developer unlocked phone to use the app, but now it is available as a free app in the Marketplace.