Gertrude the Wombat,
The news were making a big deal of it, it wasn't a "fenny pennies" in the uk.
In the Uk it costs £3 per mb, abroad it cost £7.05 per mb when they are connecting abroad the foreign networks make most of the money. Infact O2 were clearing most customers charges as goodwill.
I would phone Three and find out how much it will cost, roaming abroad is very expensive and will be fairly slow.