Go to Settings
Press the menu key on your Android smartphone and tap on the Settings option. You will see a list of options. The one you want to select is Sireless controls or Wireless and Networks.
Find mobile networks
You will need to scroll down until you find the option for Mobile Networks. This lets you set options for roaming and for networks. Tap this and you will be able to check is data roaming is off. If not, turn it off.
Want roaming on?
If you decide you want roaming on, just make sure to tick the box next to Data Roaming. The phone will then search for a network. But beware that it can cost a small fortune. A much better trick is to look for a SIM-card in the country you are in.