Well, I guess there will be slightly less demand for applications like MoDaCo NoData and alternatives when it comes to Windows Phone 7. These apps we were used to using on our Windows Mobile/Phone devices turned off Data Connections to spare on our pockets when we left the country and Data became real expensive while in roaming.
Windows Phone 7 will automatically detect when you’re in roaming. Nothing new here, all mobile phones do, smart or not. But Windows Phone 7 will automatically disable Data Connection for the above reasons. Enabling it accidentally is not an option; you will have to go all the way in All Programs, Settings, Cellular, Data roaming options and select the automatically switched “Don’t roam” to “Roam”. Ouch! You will have no more excuses!
(Source: Windows Phone Secrets)