I have made an App that can connect to a program that I am running on a server, but it only seems to work with WiFi. When I try to use 3G it doesn't make the connection. Is there something special that I have to turn on or set in order to use 3G?
At the application level you (normally) don't have to worry about what data connection is available to the phone.
Have you looked into problems such as when you use WiFi you web server is accessible since you are hitting it from within your network. Whereas, it may not be accessible at all from the public internet which is how the 3G connection will be trying to connect to the server.
What error / exception do you get on 3G?