Did you already install the app on the phone?
Is a program you would to have needed to install.
If you did not, go to market.Android.com
Find a program called "plan b"
Tell it to install
The program will then remotely install as long as it is on and has signal.
Once location is know it will email your gmail account with the location.
While theartiszan is talking about a different program, the information about the application being installed on the device prior to loosing the device is correct. If you get a replacement device, here are the steps to Download and Install the Mobile Security application. We also have instructions on Using Mobile Security through My T-Mobile that will walk you through locating a lost device.
Hope this helps!