Since you have an 01 you have the starter immobilizer which is why they probably could not start your car. This can be circumvented though, although since I am not a thief I do not know how.

Some things to do...

Put a hood lock on
Wire a hood pin to your alarm to set your alarm off when the hood is open
Have a backup battery for your alarm
Since you have LoJack carry your card with your VIN in your wallet
Make a kill switch
Put Integra Sedan rear door handles on your front doors
Put Integra RS (non power locks) interior door handle switches on your doors (eliminates power lock switches)

Glad your Teg did not fall victim to the thieves.