The Mobile Manager software from Synchronica, when installed on your phone, can remotely lock or delete data to ensure that thieves don't access sensitive information on your device. Not only that, when remotely activated, the software and make the phone play back an insane female scream designed to alert people that the phone's been stolen.
The only way to disable the scream is to reflash the internal memory of the phone. Otherwise, removing the battery or shutting off the phone will disable the scream, but render the phone useless—it's off, duh.
The Scream [Synchronica]
Product Page [Synchronica]