Looks like ios4 has a bad bug. Data roaming can occur even when the option for DR is set to off. First, my prob. Brand new iPhone 4 set up as new. On first arrival in foreign country, emails start to download, can surf safari, even though no wifi and DR set to off. Problem fixed by turning DR on and off again. Now DR blocked as required. Much worse, my friend. On a 3GS upgraded to ios4. Same initial probs as above butnpeob persists! Phone continues to download data in background! When safari activated, DR-off message appears but data still downloads. Only way to turn off the DR is to change APN settings. Be warned folks -and, anyone's experienced this?