It's called the "Wi-Fi disconnect policy" under your Wireless settings. As soon as I heard about this setting I switched to "Never (uses more battery)", because if I'm in a Wi-Fi hotspot, why wouldn't I want to stay on Wi-Fi even if my Xoom screen was off? Going back to my Droid I always thought it such an odd setting to want to default to 3G when the screen is off...There is also a setting you may want to find and set appropriately that has to do with keeping wifi on while your Xoom is sleeping. It defaults to using 3G when sleeping.
It's called the "Wi-Fi disconnect policy" under your Wireless settings. As soon as I heard about this setting I switched to "Never (uses more battery)", because if I'm in a Wi-Fi hotspot, why wouldn't I want to stay on Wi-Fi even if my Xoom screen was off? Going back to my Droid I always thought it such an odd setting to want to default to 3G when the screen is off...