While iPhone software/firmware update 1.1.1 introduced the ability to turn off EDGE roaming -- meaning that customers can head off exorbitant international data transfer bills -- users who are sticking with iPhone software/firmware 1.0.2 (you can also downgrade if you're already running 1.1.1) now have the option to turn off EDGE entirely thanks to a new third-party native application dubbed "Services."
The program allows you to shut off EDGE, as well as WiFi, Bluetooth and SSH capabilities from a single pane (WiFi and Bluetooth can also be selectively disabled through he iPhone's "Settings" application). This is useful for customers who have a limited, prepaid data plan or are using the iPhone on carriers other than AT&T. It's also, of course, useful for those who are holding off on the 1.1.1 update and want to turn off EDGE when roaming overseas.
In order to install Services, use our native application guide to install Installer.app and the BSD Subsystem, then find Services under the "Utilities" section in Installer.app. You might need to restart your iPhone in order for the the various network services (EDGE, WiFi, etc.) to be properly turned off.