There was a box on the market called "Spybox" which takes a sim card - runs on 12v. Think they sell them with PIRs too.
The only downside I found is every 6 months or so the sim card needs taken out and money put on - more to do with vodafone I think.
Also you need to wipe all the preset numbers from the sim card and put your number in position 1, it doesn't work with o2 as you can't wipe the first preset numbers (topup line etc).
I install Yale 6400 alarms and you can have that feature with them.
ie install a home alarm system but add a sensor in your shed. Then if the shed is broken into your home alarm will activate..internal and external siren and you will be notified on your mobile.
I installed one for a neighbour and he forgot his gardener used a hose in the garage to water the plants.. result was my neighbour was telephoned half way up a chairlift in the alps to inform him someone had gone into his garage...
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