There are steps that you can take and the first is to file a police report for a lost or stolen phone, next you can contact your cell phone provider to have them disable the sim card so no charges are applied to your account.
The following links are things that you can do if you choose to.
http://www.3gadget.com/frmchkYourGadget.aspx
http://www.ehow.com/how_7276339_tr [...] umber.html
http://www.software112.com/search- [...] acker.html