When changing the SIM card, power off the device before opening the SIM tray. After you have inserted the Roam SIM card into your iPhone, you may need to reconnect it to iTunes.
iPhone keeps a record of previously inserted SIM cards, but if the carrier name of your SIM does not show up in the status bar after you changed the SIM, you will need to reconnect iPhone through Wi-Fi or USB to iTunes.
If iPhone does not work with the Roam SIM card after connecting to iTunes, you might need to restore your iPhone. We strongly advise you to perform this check before heading to the US.
Consult the iPhone User's Guide for more information on iTunes and iPhone, or refer to the Apple support article found here.