Are you sure that other players are the problem? This is not meant to be snarky or to be a dig. Maybe the other players don't want to play in a game with someone who attempts to go over on their own, get distracted by an opportunity to screw over and steal from helpful NPCs. I'm not judging how you play your character or how they play theirs.
But it seems obvious that there is a disconnect between you and the other players, and perhaps the DM as well. Maybe his "there is not much I can do about it" is his passive aggressive way of saying he doesn't want to do anything about it--that he agrees with the other players' actions to get you "on track."
Either way, whether the other players are "ganging up on you" unfairly, or whether you are playing in a way that bothers them, you all need to clear the air. It may be that you will all be happier if you just roll up a different character. Or, as others have said, you may be happier in another group.
So, yes, confront the issue head on. Respectfully but assertively bring up the issue at the start of the next session or at least send out an e-mail before hand (these things are best addressed in person, I believe, but some people may object to delaying the game session to address the issue). Just make sure you go into this with a willingness to look at yourself. It may be helpful, to keep them from getting too defensive to simply say:
"Hey guys, I've not been having fun the past few session. I feel like my character is being ganged up on by my own party. Is there something about my character or the way that I'm playing that you don't like? I'm willing to roll up a new character. Let's discuss and make sure we are all on board with the kind of game we want to play."