The scam, or what it used to be, is that a woudl be thief would grab your VIN, then go down to the dealer and get a key made to the VIN, normally under the radar, paper free if you've got a guy at the parts department and you slip him some money. This doesn't really work for Fords, as you have to have at least two coded keys to code extra keys. Supposedly that's how it went down. A local dealer, where my family got our last three Fords, etches a tracking number, although not the VIN, on all the windows.