The 8525 is set by default to connect to AT&T’s data service when you try to access the internet, sometimes even if WiFi is turned on and available – enter MoDaCo NoData.
NoData easily toggles AT&T ’s MEdia Net capability on and off. With MEdia net access disabled the 8525 will not be able to connect to AT&T’s data network and therefore will not incur data charges by accident. Doing so seems to have no effect on text messages but does seem to prevent MMS messages from being recieved.
This application also gives you the option to disable what it calls “My ISP GPRS” which I have had no reason use or to test.
This post links to a .cab file that can be downloaded and installed directly onto the 8525, no computer needed.