Well it depends on your app and the connect, first your app must support background running. Then if the internet connection is GRPS, CDMA or EDGE your connection is dropped and
NSURLConnection will receive an error if the connection is not reestablished with the time out period.
On 3G and WiFi you can have data and voice at the same time. On LTE all data connection are dropped and the witches back to UMTS(3G) see comment by Codo