It's on by default, and you can set it to a lower-savings mode or disable it completely in the individual connections' advanced settings (Settings -> Internet connections -> Connections -> pick a connection -> Edit > Next -> Next -> Next -> Advanced -> Other -> Power saving).

BTW, most people report at least a days' use per charge. If you only get 5 hours it sounds like something else is wrong. What else do you have running? Any desktop or statusbar applets in particular?