The ZTE CM comes from a mod available for ZTE phones. It's called CyanogenMOD. However, if you can't see the Data connection in the Notification window, then go to Settings > Wireless and Networks > Mobile Network. Disable the data connection and the roaming connection. You should know that CyanogenMOD changed the OS entirely, and in fact, the data toggle is actually the icon in the Notification area that has the carrier network's name on it. Tap on the signal bars until an X is shown. That means the connection is turned off.