I answered this elsewhere, but, I'll chime in here too.
I don't think there is anyway to get notified. I mean, this data must exist somewhere, but, I don't think it's made readily available. You could try looking for apps that would provide you with that information, but, I have never heard of one.
The only thing you will notice is that it says something like "Try Again." However, once the phones screen times out, that message seems to go away. And, ifyour parents are savvy, they would just push the power button anyway when they are done messing with it so you don't know.
If privacy is a concern for you in your parents household, I would suggest you sit down and talk to them about it. Are they paying for the phone? If they are, well, then you can't really do much about it if they want to sneak a peak and don't really care about your privacy. But, regardless, you could still talk about it. Let them know up front that your device might be laying around and that it's personal. If they see it laying around, locked or unlocked, it's not for them to use.