Looks like MobileJoe have found a way to security unlock the SDA – and possibly other HTC phones (such as the SPV C500, Audiovox 5600) – this mobilejoe.de story (translated) explains how it’s done. It looks like some registry tweaking, so if you do this it’s at your own risk.
Most Windows Mobile phones now have a mere warning message which asks you if you want to run a program that isn’t trusted, so the large majority of users may never need to play around with this. However, if you need your security completely removing, click here to read the mobilejoe.de story (translated) or click here for the original German version