Hi David
I don't know of any software for mobile phones like Net Nanny or Cybersitter but I can see the potential problems in installing such a thing given the personal ownership nature of a phone and the ease with which such software could be disabled.
Internet browsing and general safety amongst children is, of course, a serious issue assuming that mobile devices intended for both anytime/place learning as well as entertainment have access to the Internet, chat rooms, SMS, MMS messaging and other communication tools.
The question is whether censorship is the answer or equipping users with the 21st century skills required to use them?
Childnet International run an important site that deals with these issues and have a page specifically on the subject of mobile phones:
http://www.childnet-int.org/mobiles/Stephen Carrick Davies, Chief Executive of Childnet International will also be speaking at this years Handheld Learning Conference on exactly this topic.