If you want to avoid using data when you're abroad, you need to turn off data roaming on your mobile phone. Once done, you can only make voice calls, send SMS and use applications that don't require an internet connection.
Find "MOBILE DATA"
Turn data roaming on or off
Slide two fingers down the display starting from the top edge of your mobile phone.
Tap and hold MOBILE DATA.
Return to the home screen
Tap Data roaming to turn the function on or off.
If you turn on data roaming:
Tap OK to confirm.
Tap the home icon to return to the home screen.
*Please refer to the HTC website for more information or further support.*