The claims in the message are not true. It is a fact that such a software to detect Reverse PIN technology for ATM does exist, but it not implemented by all the banks universally. If banks are to install such safety systems they would definitely provide necessary information to their customers explaining the safety system, and how to use it.
Therefore, at this point of time, if you are entering your ATM PIN in reverse order, you are only likely to get an error message saying "incorrect PIN", and the probability that it will call police and they will be alerted is zero. Such a security system is not in use because of certain practical reasons. More over, the banks oppose to maintain such a system. For further details, read http://usgovinfo.about.com/od/censusandstatistics/a/Why-Reverse-PIN-Is-Not-in-Use.htm