Yes, i use KeepAlive(False).
PDA is working, doesnt sleep, but if to switch the screen by a hardware button - Internet connection is stopped.
WiFi - for sure stopped, GPRS - seems not, but HTTP requests do not go, as i can understand by sound playing - no idea how to debug working after swithing off the PDA.
Emulator's connection is going to work if to click POWER virtual button.
The aim is to make application with a service that has to use HTTP always, like a IM messager.