When the BB dots are beside the Wi-Fi indicator it means that your data services are going through your Wi-Fi connection. Basically an indicator to you that you are not consuming your data plan. When it pops up to the 3G symbol it means you data is going through your mobile network.
Whenever that icon disappears from my phone, my browser stops working. It says something like: 'There is insufficient network coverage to complete your request. Please try again later.'
Posted from my CrackBerry at wapforums.crackberry.com