Pretty nice program

http://www.cartystudios.com/portal.php

Ultimate Theft Alert v2.1 is an innovative stealth software that sends the thief's contact number to a pre-defined mobile phone number when your device is stolen.

The software works quietly hidden in the device by automatically checking the Subscriber Identity Module (SIM) card every time the device is cold-booted, soft-reset or after a SIM change. So when an unmatched SIM to the Owner's is recognized, it sends an SMS using the thief's SIM card to your pre-defined number (Maybe to your Dad'/Partner' number). So its like getting the thief' mobile number itself!

The software will not let the thief know that its been running or an SMS has been sent from his SIM.
Problem as I see it is that there must be some trace of the thing which you can find by scanning the registry or using a file manager tool. An astute thief would know this and be looking to disable / edit / remove.