Wow, minimomo, that does sound pretty scary. I would be freaked out had that happened to me as well.
I myself live in a very rural area in a small, but nice mobile home park. There is another yorkie besides Molly, a shih tzu, boston terrier and a jack russell that I know of. Their owners also walk their dogs as well as basically keep them indoors with pee pads, crates and x-pens.
I do have a tethered leash for Molly outside in the yard; but she is out there on it only if I am out there with her. Even though in the 12 years I've lived here and during that time I've never had anything stolen, I still wouldn't leave Molly unattended. You just never know.
