This is a repost from 2007 but its because I believe many people still don't know that their phone can be locked via SMS. You serious? Sure am... Imagine, you are at a shopping centre toilet and after you have done your business, you walk away. 15 minutes later you realize you left your phone in the toilets! When you get back, its gone! What do you do?
There is an option in the phone called Remote Lock (under Tools - Settings - Security - Phone and SIM - Allow remote Lock)
Enabling this will allow you to SMS your mobile number with a predefined "code". When your phone receives this SMS, it LOCKS! You will need to put in an unlock code to use the phone again. The phone still allows you to call up your mobile and maybe negotiate with the thief (or suddenly, good Samaritan) to have your phone returned to you. Pretty cool feature!
See the video below for a demonstration...
How to Remotely Lock a Stolen Mobile Phone by SMS... for Real!