I just today joined these forums, so you get the honor of my very first post.
You don't need an application to prevent your phone from using a data connection. You can do it yourself by creating a new APN Name. You can then switch between the real APN name and your fake APN name easily to enable/disable data. Here's how:
From the home page, go to
Menu > Settings > Wireless Networks > Mobile Networks > Access Point Names
Then use the Menu button to choose New APN
Set The Name and APN fields to FakeAPN. (Probably any name would work here but this name works for me). The FakeAPN name will not use data because the phone doesn't know how to connect to it.
You now have a second APN name, and you can come to this screen any time you want and activate the one you want.
If anyone has comments about this method, please let us know here. For example, I don't know if it uses battery trying to resolve and invalid APN name or not.
Tom M.