I would imagine this is probably someone making even more of a scare over the drm in the new cpus and how they can not let you play certain movies. If there was a serious vulnerability Intel will patch it quickly anyway
You can search google for "Anti-Theft 3.0" or read/start here: http://www.techspot.com/news/41643-intels-sandy-bridge-processors-have-a-remote-kill-switch.html Concerns from that article:
So not enabled by default. Only applicable to those who want to have the feature. While it doesnt say how to enable the feature, I am guessing you would required access to the computer hardware to turn it on, thus it cant be enabled by someone remotely. And if someone is at your computer trying to steal something or turn this on to cause problems for you, there is a lot more that person could do then this anyway.