Edge data downloading = no incoming calls?

[cplcho]

Not sure if anyone else has this issue. My iphone 4 is unlocked for Tmobile and works perfectly incoming and out going calls. Data, mms works great.
When I am downloading a website, and webpage is loading, and someone is trying to call me, it seems to go to straight to voicemail. Is this what is suppose to happen?

I always thought it would stop the data and pick up the incoming call. Please let me know if this is common or not.
Thank you.

[Simon]

I think this is a common issue when using edge. It cant use both at the same time.