Not a nice thing to happen, sounds like you were very lucky though mate. Im sure they could have got it if they really wanted it, nothing you can do if theres a few of them.

Happened to me twice, one time i stopped at the shops one night, left the engine running, as i was walking towards the shop some guy storms past me, pushes me out the way and jumps in my car, goes to set off, moves about 6 foot, then gets out and runs off!!!!!!! I think he changed his mind when he realised my brother was sat next to him in the passenger seat.