I can't find data roaming option anywhere. And as I said above, I have auto connect to wifi only, but it still connects to the other networks sometimes. I'd prefer some kind of confirmation (manual connection) for the cellular data network, but if there's no other way, I guess I need to block it.

EDIT: I just checked and it did ask when I used web browsers. It auto connected when I use the test email function of SMScon. Weird. Anyway, thanks everyone for the help.