I couldn't find a way, which is really lame, especially for those with Internet Sharing on their plans. I could, you know, connect a laptop or tablet to the phone and download a 500MB file fine, but the phone won't.
In all seriousness, I'm positive it is because there are barely any unlimited providers anymore. Verizon and AT&T, the largest networks, allow (default) 2GB. I believe it was a good intention from Microsoft and Nokia to try to alert users that this is a somewhat substantial amount of data to download using their phone's data plan.