iPhone data roaming on Three Australia how do you stop it

How do you stop an iPhone getting data roaming charges in Australia. I have talked to Three and they say there is nothing they can do. I have set on the phone not to download in the background however it's easy to miss the roaming indicator and get charged for a few Meg. As data roaming costs are expensive the only real option Three suggested was to disable cel data. However this effectively disables the 1.5th of data allowance I get with Three every month. The disable roaming option on the iPhone does not block this,not sure why something to do with Three not being an iPhone supported network. Is there an app or setting for the phone which will block data access when it roams ?, If not could it be written and who could write one there would be a good market for this. Sort of a reverse firewall which would stop over charging on the phone could easily have a world wide market.