What gear did you leave it in? It should be close to impossible for the car to roll away in gear as long as it is in 1st.

By the way, My brother never believed in leaving his ute with the transmission in 1st gear, and one day, as the brakes cooled, the ute rolled down and into a power pole. He found out about it when the police knocked on his door to tell him what had happened, and handed him a fine for failing to secure the vehicle when parked.

Seeing as the Auto/DSG models require you to have the transmission in Park before you can remove the ignition key, do the manual versions have something similar where the ignition key can only be removed with the transmission in a particular gear?