Yeah, the thing these guys are talking about which locks the brake/clutch pedal is call AUTOLOCK. Your brake pedal/clutch pedal is one of the strongest parts in your car (for obvious reasons, u dont want the brake pedal to fall off when you are braking 🙂 ), and cannot be easily cut like the steering wheel (which is usually made of soft plastic or foam)...
Supposedly the AutoLock is unbreakable, and so far I have no seen anyone steal a car using autolock...