Roaming and Edge don't mean the same thing. Data Roaming means you want to use data on another carrier - the carrier sign would NOT say AT&T on the phone - you are roaming.
With Edge, you can not use voice and data at the same time. So if you are a call, you can't use Data. Texting uses Voice, not data. I have many phones not quite get the data connection setup when moving between Edge and 3G. Try going to airplane mode and back next time.
you should be able to use data when you have an Edge connection.
As for chargers, if you are in the US and on a standard AT&T plan, then roaming is free. Even for data. Although the fine print does say, that if you use to much data they may charge you. They are just trying to avoid people from buying an AT&T phone that don't live in an AT&T coverage area from abusing things.