Note: these instructions were tested using the blacksnow jailbreak / unlock method under firmware 3.1.2 (baseband 05.11.07) and the RoamForce World SIM Card.
Step One
Press the end of a paperclip into the small hole at the top of the iPhone to release the carrier SIM. Eject it, and replace with your RoamForce SIM card.

Step 2
Enable Wi-Fi and connect to the internet. You now need to get the APN configuration for the carrier of the country you are currently roaming in. Once connected to Wi-Fi, visit help.benm.at/
Select "Mobile Configs - download"
Select the country you are roaming in...
Select a carrier to download the APN configuration.
Step 3
Download the profile, which can be found under “settings”, “general” and “profiles”. Click on install.
Step 4
Goto “settings”->”general”->”cellular data network” and enter the following settings to connect your RoamForce SIM to the local 3G network.
Step 5
Disable your Wi-Fi connection to connect to the 3G network and that’s all there is to it. When you return from your trip, simply follow step 1 to swap your carrier SIM back in and it should pick up the original settings automatically. One annoyance: each time you insert your RoamForce SIM, it doesn’t automatically remember the APN settings, so you may want to use an iphone app like evernote or even the notes application to keep the settings in an easy to remember place so you can copy and paste them when needed.