Check this thread
According to a message from Nokia several months back, the 10mW/100mW setting shouldn't be an issue at all. The 10mW setting is only for those countries where there are legal resons for not using 100mW. Dropping to 10mW won't even help on battery usage, as the data is sent in bursts anyway (if anything it'll make it worse).

What you should look into in that section is the timeout settings.