I was wondering, if i were to walk away from my car (and the car beeps for no key detected)... what happens if a guy comes in my car and shift to R or D, does it shut down the engine or will they be able to walk away with my car?

it won't kill the engine but you can't drive off in it.

if the engine is turned on, car will do nothing but beep and show error, but it will run.

However, if it is not turned on, it will not allow the start of then engine unless key is IN the car.

there is good reason behind not turning the engine - if your battery is down or you move your purse to the back seat, you WILL lose the key and you certainly dont want your car to shut down?

It won't kill the engine and you will be able to drive off with it.

If you don't want your carpark to restart your car after it is parked. It will drive until it is shut off by the ignition button. Don't forget the key fob glove if you decide to separate the key from the fob/transmitter. The glove gives the valet something to hang it on. One of my older customers went to a hardware store to do some shopping in her new LS. She parked the car but didn't hear the beeps when she left it there running. Luckily her car was right where she left it and idling so quietly that nobody noticed. If you hear a beep or a long note when you try to lock up then be sure to check that at least the ignition is not on and that you have your key/fob in your possession.

that is kind of dangerous that you can drive off with the car without having the key inside.

the only threat I see about that is if someone carjacked you (and even then it's a benefit, as you don't lose your keys, and he can't start the car after he shuts it off)...otherwise any normal situation, it's the same as if you turned on your car and left it on...and even then you can lock your doors with the transmitter.