Btw, saying "file a police report" to me is like saying "you got screwed and we won't help you anyhow, move over". I've seen police being utterly useless for much more serious cases.
It's a bit like insurance companies requiring a police report number before you can claim for stolen items. They know that the police aren't going to investigate petty theft but they also know that many people who'd be willing to make false insurance claims won't be willing to make false police reports.
Let's suppose that MtGox did give the OP the IP information. How does that really help establish that this was an actual theft?