How secure is keyless car entry?

Nick Bilton at the New York Times has an interesting account of seeing potential thieves enter his car without using a key. 

I watched as the girl, who was dressed in a baggy T-shirt and jeans, hopped off her bike and pulled out a small black device from her backpack. She then reached down, opened the door and climbed into my car.

It's interesting that it can be quite so easy to get into a car equipped with keyless entry. For years car entry systems have been getting more and more secure. Wireless fobs seem to be a retrograde step in certain circumstances.

My car is getting close to its 20th birthday so I don't have this problem at the moment. I think I first wondered about it after seeing the keyless entry prank on Top Gear a few years ago.

Car security is obviously something that manufacturers take seriously so I assume this isn't a widespread problem. But it still appears to be a problem.