Shit homes, you just don't do that. Steal someone's wallet, his car, his wife, his house, his soul (= his wallet), but not his illegal rom playing device!
How about making a list of people that were in the vicinity of your DS, and thinking real hard over who had the guts and the incentive to steal it. Then, slash his carotid artery with a sharpened Supercard cart connector. Or use a Nintendo Wii to assault him (It's not just called "nunchuk", it's usable as one too!). I wish I could give you better fighting tips, but I can only fight using videogame consoles for some reason.
In the future, do what I did: print out a sticker that says;
"WARNING! This Nintendo DS is protected by AIDS. My mom is a crackwhore so you know I've got plenty of AIDS and needles arround. Where did I hide those needles? The GBA Slot? The DS Slot? The Battery compartment? Go ahead, find out!"
No one ever stole my DS to this day (not counting the time I actually stole it myself from a child. He was dead, so it's not realy stealing, eventhough I killed him). Remember to not actually put AIDS-infected needles on your DS, like me. My (mob)doctor prescribed more than a pound of Penicillin to completely heal me from AIDS, and I'm still feeling itchy!"