While generally you wouldn't be worried about spyware or malware getting on your phone, as sophistication of our handhelds increase so will the number of things that can go wrong. Most recently RIM has had to battle an odd spyware-related case after Etisalat, a cell phone carrier in the United Arab Emirates, sent a text message to its 145,000 Blackberry users prompting for a software update that would "improve performance".
Soon after affected users complained it was discovered that the update did little more than installing a hidden "phone-home" feature that replicated any received messages, bouncing them back to the company. RIM itself is calling it a "telecommunications surveillance application." Thousands of BlackBerry owners who installed the bogus update found their phones no longer functioning as normal, with performance impacts, crashing and shortened battery life. In the meantime, RIM has gone on the offensive by releasing an update to counteract the carrier-provided software patch.
This is a very rare type of instance, and one worth paying attention to. Though RIM stepped in to help in this case, one must wonder how many other cell carriers around the world have considered this idea, and how many companies would be willing to pawn off a phone update as a legit patch from the manufacturer.