WMWifiRouter supports two different ways of keeping the cellular connection, wifi and routing active while the device is in power saving mode. "Unattended mode" is the preferred mode for doing this, working for most devices. A different way of achieving this is used when you disable "Unattended mode", which works better on some devices.
To go into power saving mode, wait until you have connected one (or more) other devices to the device running WMWifiRouter through wifi, wait another few seconds, and press the power button.
This option is enabled by default.
Note that the power saving mode is not supported on all combinations of
devices and Windows Mobile versions.