Well as far as i'm concerned, I paid for an unlimited data plan and signed a contract that said that so they can kiss my butt. I'll use it all I want. Not that I use it a ton, but i'm not gonna let anyone tell me how to use my phone.
Anyways, Install the backgrounder application and you'll see if the program is still running afterwards. You don't have to use the application, but you can set it to see what's running. If you install SBSettings, i'm sure there will be a toggle to turn off the actual connection. I know there is with PDAnet. Good luck!