Hello MonicaLawler228,
It sounds like the settings you are configuring for cellular data usage are not being saved. I recommend starting by closing the running apps on the phone:
iOS: Force an app to close
http://support.apple.com/kb/ht5137
Double-click the Home button.
Swipe left or right until you have located the app you wish to close.
Swipe the app up to close it.
When you have done that and restart the phone and test the issue again:
iOS: Turning off and on (restarting) and resetting
http://support.apple.com/kb/ht1430
Thank you for using Apple Support Communities.
Cheers,
Sterling