Which handset have you got?
A point on similar lines
One of the excellent apps included in the latest S60v3 phones by Nokia is something called WaveSecure, which is actually provided free of cost for Nokia users!!
The app has an online as well as an ondevice interface. Once you have registered, you can track the Sim cards inserted in your phone, when was the phone last switched on. You can add numbers to the blacklist, so if that sim is inserted, the phone will be locked.
Some of the awesome features include -
Sending a lock commond from the web, including the option to display any message while the device is locked. Also, you can have a bugging alarm tone play while the device is locked! You can put up any message, like "The belongs to XYZ and has been lost. Reward will be given to anyone who contacts 1111111 with details" etc.
I tried it, and the phone got locked within a sec of me giving the command online.
Another superb feature is to initiate backup of the Call logs, contacts & messages directly online. So suppose somebody else is using your phone, you can initiate the backup and see whom have they been calling, contacting and trace them better.
There is more left, you can remotely wipe your device too! It is simply superb...
A must try -
WaveSecure