If it can be seen from the road, rest assured that it can and will be stolen from you. I would have personally escorted the clown off my property while using a few choice words to describe how I felt about thieves.

Jpete is right...you are now a target. I would have taken down their license plate number and got a description of the guys and then called the police with that info and informed them they were trespassing with intent to burglarize. You have to guard and protect what is yours.