My husband and I went on an Alaskan cruise last summer, Jeff, and I can confirm that the service on cruise ships is very expensive and not part of the regular roaming fees. It is done by satellite, that is why it is so costly. Even WiFi is very expensive on board.
I don't know about the Caribbean but I would imagine it's the same. You can probably use the $40 add-on in ports and there will probably be several free WiFi hotspots :)
Have a great time, I know you'll love the cruise :D