I agree with Joe. You can certainly take out your SIM to be absolutely sure. But another thought is you can actually turn on Airplane mode, and with Airplane Mode on, still manually turn on WiFi...so basically you turn the phone into a iPod Touch. You won't incur any cell charges unless you take it out of Airplane Mode.
I was just in Australia with mine and like Young said I just turned the "enable data roaming" off so i never was charged for anything. Just used the phone where wi-fi was avaliable for emails and such. Texting was .30/cents a incoming/outgoing charge from there which I did a little bit but that wasn't bad.