Searching the title of a movie with a psychologist and a thief

I watched this film years ago during a lesson at college and I just can't remember the title!

I remember the protagonist was a woman, a psychologist (or psychiatrist?) who approached a thief to learn his secrets and write a book on the trade. The thief thaught and showed her how a fraud was done, all the details, the moves, the traps, the baits, and the woman fell in love (or at least in bed) with the thief in the process. 

Something happened at that point, someone 'died' and the thief and his friends told her they needed a lot of money or they were dead. She gave them the money and they broke contact. After a while however she discovered it was all a fraud in the first place, nobody had died and she was the real victim from the start. She then followed the thief and killed him, taking back all her money. She then became a thief herself, living happily ever after.

Please please can you help me find this movie? I've been searching for it for years, it was realy interesting.

I remember it was pretty old, I think my professor had a videotape and the woman was blonde, with short hair. I think it was an American film but I'm not sure.