You can make a simple an quick registry change to get the Roam Only option.
HKEY_LOCAL_MACHINE\SOFTWARE\OEM\InitProv\PhoneSett ing
1) Change ItemCount to 3
2) Change ItemName3 = Roam Only. (Default = Automatic-B )
Soft reset. Go back to the settings you should now see roaming option.
You will nedd a registry editor to do this though. PHM Registry Editor works great and it is free. You can get it here..
http://www.phm.lu/Products/PocketPC/RegEdit