It should route the call there...when your phone connects to a tower with a roaming partner with that country, it will register in thier local system, which will update Cingular on the location of your phone. Just make sure that you switch to the appropriate band, if needed. A lot of phones will switch automatically, but some require you to switch it manually.
If you don't plan on using the phone at any period of time, turn it off. If a call is routed to the phone, then forwarded to VM by the phone, you'll probably end up being charged roaming for the time the forwarded call is going.