Turning on GPS doesn't work on Gingerbread or above unless you have Cyanogenmod.
Lost your phone but GPS is off? Install this app and GPS and Wifi will be automatically enabled the next time you receive an SMS Message that says "gps on".
Turn on wifi with "wifi on"
This will enable higher accuracy for finding the position of your phone.
Use in combination with Wheres my Droid, Seek Droid, or Find My Phone to recover your lost or stolen phone!
You can even install this after you have lost your phone using the market webstore.