That's the thing a lot of people in the USA don't understand - while they might have charges of $30, $40 or even $100 for excess data, in many parts of the world the same excess data could be charged in the $1000s!!! In Australia, excess data is very expensive on most plans and there is no way to simply stop your data when it reaches the limit. The telcos' usage meters are usually 24 hours behind, sometimes more, so by the time you get a message that you are approaching your data limit, you may already be 2GB over (and 2GB on my plan = $2000!!!! Yes, two THOUSAND dollars!!)
Also, if you got your iPhone through an officially supported telco, they *may* waive your charges. But if you bought your phone outright or brought it over from another carrier, you are probably out of luck. I got the same line as you from my telco: "If it's a problem with the iPhone then see Apple - it's their problem, not ours!" Wow.
Edit: As a side note, I am currently writing this post from my laptop, wirelessly tethered to my new Samsung Galaxy S3, knowing that there is no fear that I will go over my data cap. Androids allow you to set a cap and if you reach that cap, then the cellular data is basically disabled. Why doesn't iOS have that feature??? In fact, I can't even do wireless tethering with my iPhone at the moment, because Apple wont let me access the APN settings. My carrier doesn't have a problem with tethering (there is no extra charge in Australia for this), but the iPhone blocks the ability to edit APNs manually, basically disabling wireless tethering, MMS and Visual Voicemail!!! That was the main reason I jailbroke my iPhone 4 - to manually edit these settings which I have every right to access. I only get access to cellular data on my phone now because of unlockit.co.nz.
You'd think if you paid $1000 for an "unlocked" phone that you'd be able to configure it how you want (like you can with any $50 Nokia!) What a joke.