That sucks, I'm sorry to hear that.
That being said, just like the door locks on your car, all cable locks are a deterrent only. No matter how thick the cable, a thief with the correct tools will cut it in a matter of seconds. For a more robust solution you need to go with a hardened steel U-Lock, or something like the "New York" chain, by Kryptonite. Your local bike store can give you more information.