Where you are in relation to the 3G transmission tower may be too far to sustain 3G access. If it can't hold on to 3G, it automatically drops down to EDGE. This is normal, and happens to me at my work location all of the time. My work location is in a 3G area, and my iPhone has the 3G indicator along with 1.5 bars. When the signal gets too weak, it reverts back to EDGE ( 4 bars).
I find that inside of many buildings, my iPhone loses the 3G signal and reverts to edge. This is normal at least with AT&T if the signal is weak. I only get 3G when I am on the top floor of my home and outside of course.