Called Apple, and the iphone4 automatically links up with your exchange or gmail accounts and syncs your notes there. So, you can't make changes because your phone is syncing to the online accounts when on 3G or wireless and the account is overriding the phone.
First, go to your email account online and go to the notes folder/tab. E-mail all the notes to yourself (an account that is linked to your phone) OR make sure that you can access the "notes" folder through your email account in iphone.
Next, on your phone, go to:
settings
mail, contacts, calendars
tap on each email account you have set up and make sure the "notes" button is in the "off" position.
Then, open the email account you sent the notes to and go back to the notes app. - It should show "no notes"
Copy and paste the notes from your email into your notes (on the phone this time).
It should now save everything to the phone and sync it to itunes with no problem. Just make sure if you turn on the "notes" switch in your email accounts again, you know that they are being sent online to your email account and are not on the phone itself.
Hope this helps!