This article explains different ways to prevent data roaming on iPhones.
WARNING: iPhone users should do this before traveling internationally to avoid huge phone bills
Your regular monthly plan covers the data you use when connecting to wireless data networks in your home country. Even if you go over your data limit, you'll likely only pay US$10 or $15 for a relatively small overage.
But if you take your phone abroad, even using a small amount of data can get very expensive very quickly (technically, there can be domestic data roaming charges, but those are becoming less and less common). That’s because standard data plans don’t cover connecting to networks in other countries. When you do, your phone goes into data roaming mode. In data roaming mode, carriers charge ridiculously high prices for data, such as $20 per MB.
With prices like that, it would be easy to rack up hundreds or even thousands of dollars in charges for relatively light data usage. But you can protect yourself and your wallet.