You can download Anti-Theft software for Mobile from F-Secure for Free now.
1. REMOTE LOCK YOUR PHONE - Lock your phone by sending SMS
2. LOCATE YOUR MISSING PHONE - Using maps (your phone need to have GPS)
3. THEFT CONTROL - Lock the phone when the SIM card changed
4. REMOTE WIPE YOUR PHONE - Send SMS and Wipe all private data on the phone.
Read more and get it for free here