Have your name (at least) professionally engraved on it. I carry a Microtech SOCOM knife, which retails for about the same as a Sebenza--in the neighborhood of $300. (It took me 6 months to get the nerve to carry such an expensive knife.)
I took it to a chain store in a local mall called "Things Remembered". They'll machine engrave nearly any text on nearly any thing for a very reasonable charge. I think having my name done cost about $16.00.
If there's not a "Things Remembered" store in your area, probably any jewelry store can get it done--though it may not be in-house. I had a jeweler monogram a matching pair of knives, one of which I gave to my best man when I got married.
I've also used a carbide-tipped scribe to unobtrusively place my name or initials on other knives and tools--especially ones I use or keep at the office.
For a quality item like the Sebenza, I'd definitely spend a few bucks to make sure it stays mine (or at least, so that whoever gets it will know who they stole it from!)
David