Find "Mobile networks"
Press Applications.
Press Settings.
Press Wireless and network.
Press Mobile networks.
Turn data roaming on or off
Press Data roaming to turn data roaming on or off.
When the box next to the menu item is ticked (V), the function is turned on.
If you turn on data roaming:
Press OK to confirm.
Press OK to confirm.
Exit
Press the Home key to return to standby mode.