At least report it to Apple right away. So if they try to get services, the serial number will reflect the stolen status. Unless you had already set it up with a mobile me account and activated the find-my-ipad feature, you can't find it that way.
Since you had already locked it up, the only way they can use it is to wipe it. So at least you won't risk losing any of your data on the device.
What part of the world were you in when it happened?