I've noticed this ever since the latest mini market update (not the big redesign one). Whenever I run the market, even though I'm connected to wifi (and it works just fine), the market won't connect and show any contents until the 3G connection fires up (it does this automatically). Then I can't seem to turn the bloody thing off unless I toggle airplane mode.
I don't have any apn management apps installed, but I am rooted. I've tried uninstalling the market updates and let it update anew, but it hasn't helped.
The problem is the wifi connection. Wifi signal tend to drop or slowdown during use most times. This happen quite often. Whenever this happen either toggle airplane mode on and off, or refresh your wifi signal.