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You can limit your data usage when abroad by turning off data roaming. You'll then not be able to access the internet using the mobile network when abroad. You can still use Wi-Fi even though data roaming is turned off.
Find "mobile network"
Slide your finger left across the display to open the main menu.
Press mobile network.
Turn data roaming on or off
Press the field below "Data roaming options".
Press roam or don't roam.
Return to the home screen
Press the Home key to return to the home screen.