How do you keep the WiFi turned on when the phones goes into its screen lock .

I am in Afghanistan and I use my Iphone 4s for FB and other internet uses via WiFI. My service through AT&T is turned off so wifi is the only way to keep it going. Everytime the phone's screen lock mode kicks on it disconnects the WiFi connection resulting in having to type in my user name and password for the network service. It gets really old and causes me too miss messages when talking to family back home. Is there a way too keep the WiFi permantely turned on?