Have you noticed an ‘E’ letter at the top your Lumia 520 home screen? i.e. left to your batter icon. This is nothing but your data connection is on. You can turn this off by following these steps,
Go to Settings, select the mobile network and from there you can find the data connection having options on and off. Turn it off when not in use.
You can change the roaming options by selecting ‘don’t roam’.
It has also got the option of changing the connection speed 2G / 3G. You can do this by selecting the ‘Highest connection speed’.