Internet downloading via bluetooth or active sync: incur costs?

[h2onions]

I'm with sprint and have a vogue and was if it costs money like a data plan to download things via active sync or bluetooth active sync?

My comp, which has vista, is connected straight to the internet, and when I open up WMDC and click on connection settings and click on the down arrow tab where is says "this computer is connected to:" and switch it to the internet. I am able to connect to the internet when my vogue is plugged in via cable or connected via bluetooth.

I have pictures sent to me through text that send me to a site to download them to my phone.
So if I download them will it incur costs?
(I don't have a data plan, and I don't know/want to get charged if do download via the bluetooth or cable)

Thank You!