Sounds more like you want the Wifi OFF until you turn it on... which I just use the Power Control widget to turn the Wifi On when I want it on. Is that what you talking about? If you don't like the widget, then just gointo Settings and turn on or off the Wifi from there, it's at the top of the list.
One thing I have noticed is that when I leave WiFi my 4g icon stays greyed out. I have to either reset my phone or turn airplane mode on then off . I know I am in a good signal area. Only happened twice so far.
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