First of all, I'm not a lawyer, but I did work with a police department for a while. There should be an anonymous tip line in your area where you can turn them in. You can also call the police department and talk to an officer or detective and mention that you are worried that your friends might try to bring you down if you report them for steeling. I'm pretty sure that you don't even have to give the officer or detective your name at first. If you did actually steal something and they have proof or all say that you did it, you might be entangled in the whole mess. This also could vary state to state, I have no idea. Don't hold me to this, but I hope it helps.
