Your cell phone is a very capable device.  It’s got a lot of features, some that you may or may not be aware of.  For example (quoting the article)

Back in January, for example, when Jason
Cochran’s car was stolen from outside his home in Eastvale, Calif.,
with his 10-month-old son in it, Sprint was able to track it through
the phone’s GPS unit.

Unfortunately, the comapny refused to disclose the car’s location
to deputies without their filling out forms and paying a $25 fee.
(Despite Sprint’s refusal to help locate the boy, he was soon found
unharmed.)”

…”Working with Nextel, we learned, the FBI was able to turn a suspected Mafia member’s cellphone into a listening device, although the phone wasn’t even turned on. Nextel sent it a signal (presumably when it was on), and suddenly the phones of John Ardito and his attorney became bugs.”

So, good or bad, your cell phone is probably loaded with capabilities.  If you’re really worried about it, read my earlier post about cell phones being bugged.  If it’s really bothering you, just take out the battery, and you’re all set.

http://www.usatoday.com/tech/columnist/andrewkantor/
2006-12-28-cellphone-privacy_x.htm