They use ultrasonic sensors which are better for short-distance detection and more directional than radio.
But can't discriminate between following you or some pretty chick that walks by. Well, I'd follow her, too.
On a less serious note, have you thought about RFID? I'm not sure if that would do the trick but maybe it could follow around an RFID chip or something that was in your back pocket.
He said he wanted the robot to follow him, not be sniffing his butt all the time. RFID doesn't have a useful enough range, except for very expensive versions, for this purpose.