There are a lot of incidents like this. Moral is just don't stop unless its police flagging you down. When asked for directions just ignore.. Its a shame but thats what the world has come to...
When you rent a car remove all stickers, often they guess that visitors keep vuluables in cars.
As far as pickpocketers are concerned, you have them anywhere so also here in spain. You get them in Puerto de M, any shopping centre including Camposol, not to mention the markets...
Also there are a spade of burglaries on Camposol at the moment, mainly Spanish/North African oppertunitists, just breaking the rejas like they are a piece of paper. Often just after cash/jewelery/lcd tv/laptops etc Unuccupied homes seems to be left alone..no cash to grab..
Had my camera & wallet stolenfrom villa whilst staying in PW Mar Menor. So much for the security patrols.....