Had a similar problem with my contract n73 - it was running up a bill for using the 3g internet (which wasnt free on my tarrif) - stopped it doing it by:
Turning off the option to update the phones date and time from the network provider

***edit*** is under date and time settings as "network operator time"
fixed it for me anyways. I cant guarantee thats what is doing it on yours tho. Other option is to manually remove the 3g and wap o2 connection settings from the phone - you'll be able to recieve mms, but it cant connect to something it doesnt have the settings for!