So why would I have a million dollar bill? The data are unlimited. Or are you talking strictly about making calls from international?
The iPhone is more addicted to the internet that even anyone here, including Alkie. It is pinging away constantly even when you're not using apps and, when you are, it's grabbing data blocks like Carlos Lee at Fogo de Chao. If you take it across an international border, any international border, you no longer have
free unlimited data, so you get charged per kilobyte. When the first iPhone came out, people bought them, took them overseas, and showed off to everyone by opening web pages and playing YouTube clips. All at outrageous roaming data rates. Voila! Monster bill.
There's a setting (under Settings / General / Network) to set data roaming to "Off".
Do it now! It won't afect you in the U.S. but, if you go anywhere - Mexico - anywhere, your iPhone will stay off the internet unless you tell it that it's ok. It'll save you a fortune. If you want to check your mail or whatever, find a WiFi hotspot or turn data roaming on, do what you've got to do, and turn it back off.
PS This Settings page is also where you can turn off 3G, which may also be necessary in foreign climes and/or to save battery power, but I'm not sure what the deal is for international 3G service.
PPS I have an international data plan that gets me 20 megs of international data roaming for a set price per month. When I leave the country, I reset all the counters. That way, I can keep track of how much data I've used and stay within my allowance.