This is the correct mode of operation. Some channels broadcast in widescreen, and some don't. Some channels have a mixture of programming, for example on Channel 4 you sometimes get 4:3 programming with widescreen adverts.
Depending on the sort of TV that you have, you should be able to modify the display of the 4:3 programming by using the TV to stretch or zoom into the 4:3 picture.
On a Sony TV, there are three options 4:3, SMART and ZOOM:
4:3 gives you black bars to the left and right, but keeps everything in the correct proportions;
ZOOM fills the screen by chopping off the top and bottom of the picture. This keeps everything in proportion, but you don't get to see the whole picture; and
SMART fills the whole screen, but warps the picture so you see the whole width, most of the height but it can be a little disconcerting because objects moving from left-to-right seem to change speed as they move.
Until every broadcaster and programme is in widescreen (for example Sky are going to complete the process by September) I am afraid you will have to put up with one of these compromises.
But, at least, it means that you won't be missing out on all the proper widescreen programming on your widescreen set.