If the option is set to automatic, you phone will choose the SIM card carrier. Only if this carrier is not available the phone will switch to another provider without asking. If you want to avoid possible roaming charges in that case, disable the automatic option and select the carrier from the list shown below.
Check also page 48 of the iphone_user_guide
Select a carrier network. Go to Settings > Carrier. This setting appears on GSM networks when you’re outside your carrier’s network, and other local carrier data networks are available to use for your phone calls, visual voicemail, and cellular network Internet connections. You can make calls only on carriers that have a roaming agreement with your carrier. Additional fees may apply. Roaming charges may be billed to you by the other carrier, through your carrier.