Take a look at this website: Adeona: A Free, Open Source System for Helping Track and Recover Lost and Stolen Laptops
They basically log the IP address of your computer, so that if it's ever stolen, you can find out where it is. I know several people that have lost
their laptops that would kill for something like this. The nice thing about this is that it's free, but you need to download a client from them before your computer is stolen, that way they can keep tabs on your computer.