First, there is MoDaCo NoData.
If you are not comfortable with installing anything, there is an alternative – configure your phone not to use your mobile network connection.
Go to Settings > Connections > Connections > [Select Networks] in Advanced and choose My ISP …
You can still connect to the Internet through your Wi-Fi or ActiveSync connection.
If My ISP is not present, you can create your own by clicking [New] and just give it any name you like (in this example I have chosen to label it "local area connection") – it’s basically a plain network connection with no mobile network configuration.
And whenever you want to connect to the Internet using your mobile operator’s network, change the first connection setting back.
note there is a flaw to this method – certain applications (e.g., Skyfire browser, Java runtime on devices: Midlet Manager, JBlend) have their own network setting which bypasses or ignores this connection setting to use the mobile operator’s network directly, so you will have to configure these applications manually to "My ISP", which may or may not be available to user.