Become a MacRumors Supporter for $50/year with no ads, ability to filter front page stories, and private forums.
BluePhoneElite will also do this, you can set various things up to happen when your phone rings or goes in/out of range of the computer.

This program works quite well, but it's a serious drain on the phone's battery. I'd only recommend using it when the phone's on the charger.
 
Register on MacRumors! This sidebar will go away, and you'll see fewer ads.