I have just returned from a trip to India and have been charged £40.30 for data roaming while there. This is despite having Data Roaming turned OFF the ENTIRE TIME I was away.
Having done a bit of reading on the O2 Forum it appears that my situation is not unique, but related to sending MMS messages.
Have a look at the following posts:
http://forum.o2.co.uk/viewtopic.php?p=131644#131644
http://forum.o2.co.uk/viewtopic.php?p=133869#133869
The messages I sent did take a long time to go through, so it maybe possible that while the phone was struggling to send the MMS it opened roaming and downloaded emails and attachments in the background.
There is absolutely no way that I used Data Roaming while in India. There seems to genuinely be something wrong with the system whereby Data Roaming is activated when sending MMS messages.
I have complained to O2. So far they have not recognised the issue but are investigating.
I have checked the times I sen the messages against in the phones log against the time the data charges were incurred and they pretty much completely match.