Downloading e-mail may be small, but checking every two or three minutes at $15 a minute with a one minute minimum connection each time will add up very quickly. You need to be aware, if your phone has a data plan, that you are not doing stuff like that constantly without even knowing it.
Another way some people get hit (though they pretty much don't do this anymore) is if they are taking a cruise. They think they are roaming on the islands network for some amount of money, but instead are hitting the cruise ship antenna at $5 or $7 a minute. Most ships shut their towers off in port, but you can still hit another one passing by depending on where you are.
The way some people do it with out realizing it is they don't understand the rates they are paying when they make or receive a call. At $13 a minute, a ten minute call to check and see how everybody is costs you $130. Make a couple of those a trip, and it's through the roof.
Like anything else money related, the easiest way to get around it all is to know what the rates are before you use the phone.