You are retro feeding the system when you buy an stolen item, even in good faith not knowing it has been stolen. A possible way out is to check the serial number of the frame. Most modern bikes have a serial number engraved in the bottom bracket. Before buying a second hand bike, check the serial number online, just Google it. See if the previous (sad) owner had posted a notice on the incident somewhere: blog, dedicated site to stolen bikes[1] etc. If you happen to find confirmation, you know what to do.

[1] http://www.bicicletasroubadas.com.br (Portuguese)