Most androids have that ability in Settings but Samsung has not provided it there or in the pull down bar on the home screen either. Both HTC Desire and LG shine Plus do give you control easily.
I don't know who looks at there package before release but it's the worst implementation of the respective Android code I have seen. Both 2.1 and 2.2. In 2.2 you can turn off packet data but it so obscure and you have to look for it. Sometimes I feel like going back to HTC for their software.