Well, it has to connect somehow. I found an 8125 manual on line, which contains the following information:
Your device is equipped with powerful networking functions that enable you to connect to the Internet through an Enhanced Data Rates for GSM Evolution (EDGE)/General Packet Radio Service (GPRS) network or a Bluetooth modem or a WLAN network. GPRS/EDGE is a network data connection, allowing you access to the Internet or to a corporate network to browse the Internet and exchange e-mail or instant messages.
From that, it appears that that's how you access the internet, unless you have the Bluetooth modem or access to a WLAN network. I know some companies charge a fixed rate for data access that will allow unlimited downloads (my Verizon plan is $44.95/month), but you don't get internet access free just because it has the capability for it.