I think he may be worrying you too much. Yes there is crime in any place in the world, just take sensible precautions, keep luxury items (cameras etc) out of sight or better in the safe (if the villa has one), make sure that if you are out you don't wear flashy jewellery or flash the cash.
Make sure that if someone approaches you with anything that you just keep on walking, keep your handbag across your body and wallets kept inside jackets - never in trouser back pockets! Hide all valuables in the boot of your car not on the seats! There is one guy in Fuengirola area who asks for money to help him get his car out of the car pound - just walk away and don't even listen to anyone like this.
It may sound excessive but its what I would do in any country in the world, even London! Keep a copy of your passport in the safe along with phone nos. for your bank cards etc just in case.
The majority of people don't have any problem with crime when they are away on holiday its just a case of common sense and being aware of things.