When you are walking on the street and someone stops and threaten you in order for you to give him your money, what is the correct name for the person and the action?
In most places there are specific legal requirements for robbery, burglar, theft etc.
With a personal confrontation involving violence or the threat of violence, it is robbery.
With no violence or threat of violence and the unauthorized entering of a premises with the intent of stealing, it is burglary.
Theft is simply the stealing of property belonging to someone else.
emsr's use of mugging is correct and is a word in common use for robbery.