A program cannot prevent your phone from being stolen.
Unfortunately, somethings can only be solved by being cautious and using common sense. I suggest keeping your phone out of other peoples sight and always in your own sight. Don't show everyone that you have the new s4 mini. Keep it in your pocket.
If you are referring to tracking software, Samsung has its own mobile tracker which, after you register online, will give your phones location and can remotely wipe everything on it, as long as the phone is turned on.
there is also the find my phone app on google play store