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How to turn 3g network on in Xperia P?
There are no specific setting to enable 3G more than the network mode that you can find via Settings > More... > Mobile networks > Network mode, make sure that it's WCDMA (preferred)/GSM. Also make sure that Mobile data traffic is marked in mobile networks.
If you still do not have a 3G connection, make sure that your internet APN is correct via Settings > More... > Mobile networks > Access Point Names. You can get the right settings from your operator.