Well, here is a free mobile software that you can use. Its called mGuard, from vapssky. mGuard basically provides protection and safety from theft or losing your mobile device and helps to retrieve it back.
mGuard keeps track of the SIM changes of your device by sending SMS notifications to a predefined mobile number selected by the user.The targeted secondary number to which the SIM change notification has to be sent can be the owners secondary no. or a friends no.
To Download this free software visit http://www.getjar.com/mobile/12396/mguard-theft-recovery/ or register here
A detailed PDF User manual is also available here.
For more info visit http://www.vapssky.com/