Thanks KandC for the heads up. This could be due to this flaw and you can check if your car is listed:
http://www.computerworld.com/article/297...-flaw.html

If so, then I suggest trying this:

1. When remotely locking your car, make sure that you see, or hear, the notification that it is locked (e.g. lights flash or there is a beep);
2. If you do not see this, then use your physical key, if you have one, to lock the car. Don't press the remote lock a second time.

Am not saying that you won't get thieved this way but I think it could mitigate the issue if they are listening for a second signal to reverse engineer the key.