If you are using your Blackberry, it's likely because your phone is set to global mode. You can modify this to not use the SIM card at all by going into Manage Connections Icon> Mobile Network Options> Network Technology> 1X/EVDO. If you travel outside of the country regularly, be sure to change it back.
Let us know if this answers your question.
Mine just started doing the same thing after the latest software update. It reset itself to global and i reset it to your above suggestion but it continues to do it.
Take out the SIM card and you will not ever get that message again. You do not need the Sim Card in the US.