Car stoled out for no reason, can't get it to start again!

You need a good code reader, this will indicate what code caused the light to come on and will be able to reset the light when the cause has been removed!

is the check engine lite coming on

Means you have a bulb not working on the exterior lights.

Don't buy one I have and I have a headache ever cents

blue or blue/gray smoke is a sign that engine is burning engine oil. keep an eye on oil level and if engine is getting hot or over-heated this will not help your situation.

When light is on, take it to some place like autozone, let them do a code reading, they will do this service for free, get back with us the the trouble code number, so we can help you. This way you know what's going on, so it don't damage another sensor.

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Could be fuel or electrical related. Since you may not know the history, this may take a while.
Any amount of smoke from exhaust? White, Blue, Black?
Start with most obvious and inexpensive:
1. Fuel filer clogged (replace fuel filter).
2. Could be the ECM (Electronic Control Module). It controls the ignition spark timing.
A few other things... consider other expert solutions...

The wire that connects to emergency brake is loose, and grounding out. It probably just needs to be tightened up.

If the jerks that stole your radio forced the shifter back, the linkage to the transmission (cable) is probably screwed up, or the shifter too. I assume you had no trouble before this incident. Also check the trans fluid level (warm up car and check according to instructions in your owners manual), although I'm sure it's screwed up from the morons that stole the radio. sounds like a job for the dealer or a body shop. the cable is probably out of sync w/ the shifter. Do park or reverse, or low gears work?. You may be able to save a few $ by checking the auto junkyard for the parts you need. good luck! countrycurt0