IF you're connected to wi-fi then you're not using roaming!
Are you sure it was free? often the wireless may have no password but as soon as you try and browse to any web page you'll be redirected to another webpage where you are prompted to enter a code to gain access to the network, if you are just trying to check your mail or anything else that doesn't use a browser then you won't be redirected to the login page for the network so you don't have a data connection so the phone will try and use the mobile network for data.