You don't have to close your account when checks are stolen. I am assuming they didn't grab the box of 1,000! Tell the bank what the numbers are, from 000 to 000. You must notify the bank immediately. I had this happen and it was easily remedied.
When your checks have been stolen the first thing you should do is notify your bank as soon as possible, you should close out your account as soon as possible and open a new one. The reason for getting your account closed as soon as possible is to avoid anyone writing checks against your account.