easiest way is to go into menu - settings - internet conections and select always ask on cellular data so u can atleast deny it. For a more definate block call 191 before u leave the uk as this can take up to 24hrs to apply properly as i have been told it is the normal time frame before any issue is escalated in the tech dept.
I recently went to Portugal. When I landed I received a text saying it's £3 per 1mb. Then without me doing anything, 30 minutes later I had received another text saying I had gone over the limit and would now be charged £5. I didn't even do anything! No browsing, no widgets were on.
So I disconnected all my internet connections by giving it a false password etc. That stopped the texts coming in.
Which firmware release do you have? PR1.2 separate the counter for home and roaming data, I'm not sure if it also added the option to disable roaming data - I set this and also my data connection to 'always ask'. I also switched off my data widgets (OMWeather, Facebook etc.) and had no problems that I'm aware of, when I was in wifi reception e-mails came through and the phone functioned as normal but when I went outwith reception it went correctly back to its disabled mode.