This is done by most
Smartphones these days.
Seems phone manufacturers seems to be having some SMS based application which collects data like IMEI,
and make log when did they first received the SIM Inserted to verify the warranty.
This eliminates people arranging fake bills and claim warranty for more than specified period.
I've seen this in MMX, Lava,
Samsung and a few more, although all were running
Android OS.
IIRC, If you reset the phone this would happen again.
I am quite sure OP was charged for this log thing, and not the Internet Settings.
And ya, you don't have control over it, unless you root the phone before inserting a SIM and remove the APP which triggers this.