When I was in the U.S. last week, I paid for phone, but not data roaming. I normally have my phone configured to not allow data roaming, but to be sure, I turned off data completely. I was able to use WiFi at the hotel though. If you didn't turn off data or block data roaming, you have have sent or received a small amount of data. However, I don't know how you managed to use data, if it was turned off.
BTW, I'm on Rogers.