Samsung calls it XTRA, which is same as AGPS.
A data connection is starting probably because you have the NNTP setting set to ON.
Additionally, XTRA data is disabled by default. You have to enable it to use it. And if you have a wifi connection you can download the data without opening your data connection.
Just a remark about newbies - anyone using a high-end windows mobile phone and is able to find this forum is hardly a newbie. A bit of reading around this sub-forum and the i900 one will usually give you the answer you want. Or using search. Hence the remark about getting familiar with the phone first.