I remember reading articles from authors who used to play D&D. They were asked if they still play and if they DM, with the implication that since they write novels they must be great DMs. They responded that no, they can no longer DM because the player characters in the story didn't do what the author wanted them to do. Being a DM is all about collaborative story telling, as a DM you define the world and the NPCs in that world but you don't define the story.
At the same time, D&D is best when everyone is having fun including the DM, so make sure you are enjoying the game as well. In some cases, especially with people new to D&D one person with a strong personality can come to dominate the game. That's neither good nor bad, just be aware that others at the table may base their character not on what they want but on peer pressure. So my one word of caution is that you make sure everyone (including yourself) is having fun, not just the guy playing the rogue. Personally I ban evil characters from my game, but that's my personal preference and the preference of my wife who for some reason still puts up with me as a DM.
When I DM I always set certain thing in motion. Hints of a massive orcish invasion that the PCs ignore? Well, there may come a time when the orcs invade because nobody raised the alarm. Of course if the group decides that it's a great opportunity for them to do more looting because everybody is busy fighting orcs, but what happens when the town is overrun? Do they just flee to the next city? Even if you don't do anything like that, after a while the party could really piss off some powerful people, on both sides of the law. There's a reason people don't generally steal from the mafia ... who are they going to sell their ill-gotten gains to?
So adjust your story but try to keep in mind what else is going on in the world and come up with logical consequences. There's a reason PCs historically rob/stole/liberated items from ancient tombs; the dead don't generally secretly run half the city the PCs reside in.