Edit ROM/Unremovable application

[Rubberducky]

I'm trying to develop an Anti Theft application for my Vox.
Basically what it does is check if another SIM card has been inserted.
When it detects a new SIM a fake screen with "Starting phone..." comes up.
If you do not enter the super secret code within 10seconds it activates.
This means that it forwards every incoming SMS text message to a predefined phone number, if it receives a special SMS text message it will reply with the other persons contacts.

Now what i want to do is make it that even if you hard-reset the phone the application will still be there.
I saw something similar with a custom ROM with a Pocket PC from HTC.
How do i do this with Vox?

[frauhottelmann]

You can get the kitchen (search) and cook the application into the ROM. But if you fully app unlock the phone, you can still delete files that are in ROM!