Disabling ALL roaming?
I don't think this is possible. 

I think when carriers agree to let users roam on each others use their network, that probably their policies would comply in the way that when you can trust your carrier, you can probably trust it when it trusts the other one.

EDIT: Actually I recently found this out:
When you go to Settings > Wireless and Networks > Mobile networks > Network operators, you can choose to select your network manually instead of having it done automatically. But in fact, I'm not sure what it will do when you go out of coverage of the network you chose.