Switching on data roaming when you head overseas is almost always a bad idea, as you'll pay a small fortune more often than not. From today, Optus is trying to cut down bill rage by sending an SMS to contract customers when they first use roaming, to ensure they're aware of any potential expenses.
It's not a perfect solution -- the alert comes within an hour of first using roaming, by which time you could still run up quite a big bill, especially if you're tethering. But anything that can cut back on unexpected phone costs is a help. (Optus is still rolling out its more general alerts for contract customers who are nearing their usage limits.)