I'm having the same problem with my Samsung Focus, which is a Windows based phone.  I'm new to ATT Data service.  I got the new phone and data plan last week.  After 3 days of use, I had racked up 44MB of data usage, while I was at my home, which has an excellent wireless signal.

When I check ATT mywireless, there are big chunks of data (like 10MB at a time) being sent from the phone at oddball times (after midnight, before 6:00 a.m.), when I am not using the phone, and when it should be connected to my home wi-fi.  I haven't even called ATT customer support, as it seems they are not knowledgeable or helpful with respect to this issue.

It seems that many people are experiencing very similar issues, but I haven't seen  a sure-fire cure yet.

SteveM.