As I understand it the key has rolling codes that change every time the car is locked. So, relay thieves either have to catch your new code after you lock the car or while the car is locked and the key within range of the relay device. Pop your key in its pouch immediately after you lock the car and there should be no time to grab the code unless they are really on the ball with the scanner. Correct me if I'm wrong but I do not believe a code can be grabbed while you are driving around. Handy tip form someone who's bothered to read the owners manual: To disable advanced key, lock your door with the fob, and within 10 seconds ouch the door handle lock sensor. Lints will flash again, and you can then only unlock the car by pushing the button on the remote. Keyless entry is disabled. I do this at night at home for peace of mind and anywhere that feels a bit suspect. I really only use keyless entry for short stops as a convenience of not having to fumble for the fob.
I also have ghost, and highly recommend it. I really hate steering wheel locks, but any time I'm in a bigger city or anywhere near the midlands it's added piece of mind