I had been unconcerned about the risks of someone swiping you on the neutral AH. I have shifted 10's of thousands of gold, and have never been swiped. Untill now.
My setup was : on the same computer, dual boxing (my son has his WoW account again - at least for now). My selling toon in gadgetzahan, my buying toon in booty bay.
My buying toon had the AH window up, with the search for inferno ready to go, auctioneer buyout key ready to go.
My selling toon had the inferno inks - selling two partial stacks of inferno ink for a copper each, and pressed the sell.
I immediatly hit the search button on the buying toon, and attempted to fast buy.
There was another toon standing next to me in booty bay.
Yup. Well played. My inks were bought. I will be more careful.