Seems to me that a giga thumb drive, which is small enough to palm and conceal, is a bigger threat. Of course as symphonix says, the biggest problem is the OS
I would think they'd have their computers logged off and a person would have log on to do anything. Then, if their logged on, someone could see who was stealing stuff. Or just write a program that doesn't allow devices to be mounted unless a password is entered first. All which aren't good ideas if you have a pissed of employee with access privileges.