... not really.

Check it out: Preventing Exchange Activesync Direct Push when roaming - Exchange 2007 - Pro-Exchange

Well ... kinda / sorta. With this setting you can force ActiveSync devices to not automatically push data ... but users can still manually sync. No functionality exists like this on BlackBerry, but from the handheld you can go to Options > Mobile Network > Data Services and set the value to Off When Roaming ... which isnt' really a step up on...