I don't think that I fully understand your question, something may have been lost in translation. If you are trying to prevent an application from accessing the internet, I believe that feature is available in the new versions of Cyanogenmod 7 if it is available for your phone. There is an article on phandroid that will explain it better. If your phone is not rooted you could enable "airplane mode" to disable all wireless connections on your phone. I'm not very familiar with Android 1.5 but that option could be under "settings - wireless and networks - airplane mode". If you meant you wanted to stop an application from running in the background and using data you could "force stop" it under "settings - applications - (the name of the application)". You could also download a "task manager" from the Android Market to force an application to stop running in the background.
