That sucks, a lot times the people that steal stuff are real stupid. Put an add on craigslist: wanted 250R, paying top dollar, no title needed. Or maybe just an add saying you want parts. I wouldn't be too surprised if they contacted you.
Sure hope you find it. Can you get an idea where they went since there's snow all around. Might be able to tell you want direction they came from or went to? Foot prints?