No, this has nothing to do with sleeping dogs (or with letting them lie). It is actually a rather serious matter of an increased incidence of theft of dogs.
The AKC noticed an approximately 50% rise in theft of owned dogs in 2009 compared to 2008. A spokesperson appeared on Good Morning America to talk about the rising problem. A bill was introduced in the Texas legislature which would have made it a state felony to steal a pet, with prison time if convicted. California and Delaware have tried to regulate roadside pet sales to combat trafficking in stolen pets. (I can get behind that effort -- I hate having to see the pickup with Lab puppies in the back, and people holding a sign about "Puppies for Sale." It doesn't have anything to do with stolen pets -- almost certainly backyard breeding -- but at certain times of the year, they appear on several corners I have to drive by, and cause my blood pressure to rise.)
There was a report from Idaho of an 11-week-old puppy being taken right from the arms of a 5-year-old girl who was sitting in a park. They got right onto the media, and the puppy was found living at someone else's home. The alleged thief was charged with a misdemeanor possession of stolen property, the only charge available.
The AKC recommends a lot of things I have been telling people for ages --
Don't leave your dog unattended in the yard (I get tired of reciting my "the yard is not a good babysitter" mantra).
Be cautious with information about your dog. Yes, we're all proud of our dogs, but don't tell strangers how much your dog cost or what a rare breed he or she is.
Don't tie your dog outside a store (well, duh!).
Have some sort of permanent ID on your dog, be that tattoo or microchip.
Don't buy pets from roadside trucks or vans, at flea markets, or from unknown sites on the Internet. Be cautious of buying dogs through newspapers ads -- those that can't spell the name of the breed are a good indication that they aren't responsible breeders.
It seems that some people see other people's dogs as a way to either make money or procur a pet for their own family, so be careful out there. I can't imagine my reaction if my dog suddenly went missing!