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Use 2G instead of 3G
The 5800 can use both 2G and 3G phone networks. The advantage of 3G is a very high speed of internet access, the latest 3G networks have a technology called 3.5G HSDPA which lets you use speeds up to many megabits, comparable to PC broadband connections at home. The disadvantage of 3G networks is that they use up a phone's battery more quickly during calls.
The most popular kind of 2G network is called GSM, and the most popular kind of 3G network is called UMTS, and is also known as WCDMA. The 5800 uses GSM for 2G and UMTS/WCDMA for 3G. (Incidentally, there's also a 2G network called CDMA but this is nothing to do with UMTS/WCDMA.)
By default the 5800 uses 3G networks, but automatically switches to 2G when there is no 3G network available in your current location. If you don't need high speed internet access, try switching your phone into 2G-only mode in order to save battery life during phone calls. Here's how to do it on the 5800:
Press the white menu button, select "Settings", select "Connectivity", select "Network", select "Network Mode", select "GSM", select "OK", then press the red button to go back to the front page.
If you want to go back to automatically selecting 3G networks when available, repeat the above process but select "Dual Mode" instead of GSM. If you want to use the internet remember to do switch back to Dual Mode, otherwise your 5800 will be stuck in 2G mode which means a very slow internet connection.