A friend of mine just informed me of the following:

1. NOT all phones have this feature. Mine, for instance, does not.
2. The email address is only for a service that tracks lost phones in Chennai, India. It is useless to both of us.
3. The appropriate response to having a cell phone stolen is to contact your service provider who will suspend service to your phone. It will become useless to the thief. You will probably not need a new contract, if you have one-- your contract will be suspended. Also, DO contact the police. NEVER attempt to track down a thief yourself. You could be killed.
4. Be aware that no tracking system works if the device is turned off.