This started happening about 1.5 years ago on AT&T. Any smart phone that AT&T "knows about" will get a ~$30/mo smartphone data plan added the moment you insert your SIM card into it. You'll get a text message ~30 minutes later saying so.
You can get around this by using a phone that hasn't previously been on AT&T's network. For example, I have a Galaxy Nexus, iPhone 2G, and Nexus One that have all gotten past this check and I've kept my $10/mo data plan. My iPhone 3G, 4 and Atrix 4G were all previously locked to AT&T and so have caused this message previously.
Once you do this you can put your SIM card back in a "dumb phone" and ~24 hours later you should be able to remove the smart phone data plan from your account via the AT&T web interface.