I use Nokia Lumia 920 at this example. To lock Nokia lumia network on 3G / 4G only, we can do quick setup by:

1. Go to dial-pad
Type : ##3282 and call

For older version, please type : ##3282#.

Click settings on right-bottom
From this settings, we can set network running on 2G only, 3G only or even 4G only (LTE).

Here is the steps:

Once we set, our nokia lumia network will changed automatically