Ouch, that sounds brutal. You may be best just taking it (get it towed obviously, heh) to a place to get the whole steering column rebuilt. I don't think it's something you want to tackle on your own, as I am sure the thieves' tools have probably damaged a lot of insulation on various wires, and you don't want to risk a short (or worse, a fire!). Come to think of it, the thieves may have very well shorted something out in their attempt, and this may be why your car stayed put. I dunno, have a boo at the fuses if you have not already done so, and look for melted wires around the battery and alternator.