Taking him to small claims court won't get the X-Box back even if you get a judgement in your favor. All that gets is a judgement which he will never pay off. There is no criminal penalty involved. That may be your only recourse if the police won't do anything but all it will do is cost you more money and get a judgement that isn't worth the paper it's printed on. It will show up on his credit record but that's all.