Doubtful.  They'll take a report.  The people on these boards are MUCH more likely to be able to assist in a situation like this than the Police.  10 BTC says that when he states that "Bitcoins were stolen" they look at him cross-eyed.

Also, putting your BTC inside of a virtual machine on a Windows computer is no safer than having them on the Windows computer itself.  You can mount the VM drive to Windows, you can screen scrape, keyloggers will still get every key sent to the VM.