It turns on your 3g connection. Yes that is enabling the data plan you have so you are using data. 3g is faster than edge so it uses up more data and battery. If 3g is turned off, you are always using edge by default. Normally, you cannot turn off edge.
Not besides airplane mode or remove the sim.... But just watch for the data spinner on the status bar. You can tell that way your using data. Also you can reset the network usage... My favorite is the AT&T app. Let's you view everything you use really quickly.