Merely being on should not use any data. You must have something running - something using push notifications, or push email, prhaps?
So, you can either track down what is using the data and change it, or you could go in and disaple cellular data in your settings.
One other thing to check is
Settings -> General -> About -> Diagnostic and Usage data -> set it to "Don't Send"
Settings -> Restrictions -> Location Services -> System Services -> turn all these "OFF" (this will not affect how you use your phone at all, but will stop any outgoing location information being sent periodically back to Apple).