Dude, after this thread, I am totally rethinking my "How to Crack a Safe" webcomic...
All kidding aside, I think @PixyByte, @Riko and others make some good points - in my view, you are not morally obligated for others actions after reading your fiction. Their actions are their own. Just by showing an activity, you are not endorsing it - the Bible depicts much violence and other acts that it also condemns. However, a warning couldn't hurt anything, and if your story is especially realistic, may help contextualize it.
On a separate note, I do think that after decades/centuries of fiction where 'good prevails over evil', the pendulum has swung in the opposite direction in a major way over the last decade: a growing amount of adult TV, comics, books, video games, movies have "people doing horrible things to other people with pretty much no consequence for their actions", and while one single comic, movie, book, game doesn't influence people in any great extent, it is now possible for a person to watch/play/read NOTHING BUT stories like this 24/7 for the rest of their lives... and i think we do not know the full repercussions of how this will affect generations to come. It is simply too early to tell.
To be clear: I am not saying i am against stories where the bad guys win - I am saying that the staggering amount of new media portraying crimes like murder, rape, robbery, assault in a casual, daily context, with a huge number of these stories featuring the criminals as protagonists who are rewarded/praised for their actions... I think that anyone who says with certainty that there is no effect on the mentality of the viewers, overall, does not have enough data yet to work with. That's all. :: ducks ::