Even if you have a password to unlock your phone (and you should), the contents of your phone are not secure. All of your attachments, emails, phone call records, notes, etc. could be available to a thief, hacker or border agent. If you're not using a firm-supplied BlackBerry (where this should be enabled by default) you should enable encryption on your phone.
In order to secure your phone you'll need to enable encrypted storage. The method for doing so depends on your model and may require some help from an IT expert. Try googling the name of your phone and "storage encryption". On Android you can enable it by following these steps (may not be applicable to your version of Android).
You should also consider enabling disk encryption/encrypted volumes on your laptop if you haven't already.