mobile gets out of coverage area

HI, can anyone tell me if their mobile gets out of coverage area when they connect pc to internt through mobiles GPRS connection.i mean to say that when i connect to internet through my mobiles GPRS connection from my pc and when i call to my mobile from any number i get reply that the number you are trying to reach is out of coverage area and whn i disconnect it, its fine then.plz somebody tell if this is the case with others too.