it's your voice plan that forces ur phone to turn on that roming sign. i'm on fido as well and i have that roming sign on as well namely because i used to have the City Fido grandfather plan, and when fido was bought by roger, the roming sign came on due to the way the plan was structured ie running from rogers through fido. Even though i wasn't roming, and neither are u, it's simply there. once i switched my plan to the vip free long distance plan, and fido became much more independent of Rogers, fido told me that that roming sign will no longer be on because i have a completely new plan. But, it's still there lol. Personally i believe in my case it's attached to the phone number
So, there is no way to turn it off because of the way ur plan is set up, ect. So don't worry about it. If it still bothers u, call fido and see what they say.