Limit internet use when using mobile Internet
The easiest way would be to use an application such as Little Snitch; that way you can define rules easily based on whatever situation you happen to be in. It's also an excellent firewall replacement for the standard Mac OS X one, as well as multiple other uses.

If you like doing things yourself, or don't want to spend the money you could manually add entries into your hosts file located in /etc/hosts/ or create your own rules using pfctl or ipfw. I wouldn't recommend messing around with either of those unless you're confident using terminal, plus it's more work.