One other note. Not sure if you're using the
Rhodium Keyboard Controller or not for mapping keys, but with that you can actually map a key to disconnect your data connection. I use the tool for mapping a lot of other keys, like Fn+C/X/V to get back the old CTL+C/X/V because I don't have a dedicated CTL key, and a lot of other cool mappings. However, I've not actually tried the "Terminate data connection" action it offers.
If you're not interested in the other mapping abilities you'd get from that tool it's probably not worth it just to get a data disconnect key though. Food for thought.
EDIT: Okay, had nothing else to do, so I tried it...and it works. I mapped a "long press" of my mute key on the back of the phone to the "Terminate data connection" in the Rhodium Kbd Controller and it does work. Now be aware though...if you have anything actively running that needs to keep the data connection open, it instantly turns it back on. I had ActiveSync on for instance for push e-mail, and it was restarting the connection. Once I turned that off though, the data connection did stay off properly when I pressed my pre-programmed mute button. Also if you have never
changed the settings for Opera i.e. Push Internet, I believe that's going to keep the connection open too.