Even when idle, your Blackberry will periodically check your email accounts for new messages, look for software updates for applications, and ping the network to keep synchronized. It was designed for data first and a phone second.
If you want to turn off data, then you need to disable the Data Services by going into Connections > Mobile Network Options > then select Off for Data Services.
You don't have the $29.99 unlimited data plan? Are you on an older 10mb plan?
What's more than likely draining your battery is little or no service coverage where you are using the phone. Your phone has to work harder to search for service when there is none available, causing the battery charge to diminish quicker. Even turning off the data connection won't stop that from happening. You'll would need to turn off the Mobile Network from Connections, which will disable voice and data, or pull the battery