With Find My iPhone, you can help protect the information on a missing iPhone by remotely assigning a four-digit passcode lock. This is especially useful if you've never set a passcode before or if you want to set a new one.
To use this new feature, first install the iPhone OS 3.1 Software Update. Then if you want to remotely set a passcode lock, log in to your MobileMe Account, choose Find My iPhone in the column on the left, and click Remote Passcode Lock.
via apple.com

