Police are investigating the theft of prime luxury items from Theresa Roemer’s three-story, 3,000-square-foot walk-in closet in Houston.

When Theresa Roemer returned home after a dinner out with her husband on Aug. 1, she noticed that something was very wrong. There was shattered glass on the floor of her bedroom – someone had broken into her Houston-area house and pilfered items from her closet.

But Roemer’s closet isn’t like yours. It’s a three-story, 3,000-square-foot space complete with a champagne bar. And the items missing included much of Roemer’s high-end jewelry and three large Birkin bags worth $60,000 each. The complete haul: more than $1 million.

Roemer checked the recording from her home’s security camera: The burglar entered the home through a bathroom window. Wearing a light-colored hooded jumpsuit and a baseball cap, he – or she – spent nine minutes picking through her jewelry, stuffing the items into the bags. The theft happened less than two weeks after the closet had been featured on ABC’s Good Morning America.

“It’s terrifying,” Roemer tells PEOPLE. “Someone came into my house and violated my space. I don’t feel safe anymore.”

Both Roemer and police believe that there was more than one thief. Exterior surveillance cameras caught at least two shadowy figures outside while the main burglar was inside the house.

The thieves got away with some very expensive jewelry, including diamonds, watches and even a one-of-a-kind 136-carat emerald. But Roemer says that’s not what’s important to her.

“Obviously, I’m not happy that they’re gone,” she says, “but those things can be replaced. I’m most upset about the items that can never be replaced. They’re gone forever.”

In addition to the pricey jewelry, the thieves got away with some sentimental items, including bracelets that Roemer received from her deceased mother-in-law. “They’re not even worth a lot of money,” she says. “But they’re worth so much more to me.”

Another devastating loss: a silver locket containing a lock of hair from Roemer’s son, Michael, who died in a Wyoming car crash in 2006. “My son was a wonderful, wonderful boy,” says Roemer, her voice catching. “That lock of hair was all I had from him. I don’t care about anything else, but I want that back. I need that back. It’s what I have from my son. It’s ironic; the only things that aren’t worth money on the market are the things that I want back the most.”

As the story has become international news, questions have emerged: What type of woman would own a closet bigger than most people’s homes?

Roemer has heard those questions before. “I had the closet built for fundraisers,” she says. “That wasn’t an afterthought. I’ve held fundraisers in my closet for various charities, like the American Heart Association and Child Legacy International. Later this month, I’m hosting a fundraiser for Camp Adventure, an oncology camp for kids. People can say what they want about my closet, but there is a greater purpose there.”

That’s not to say it isn’t functional. Modeled after a Neiman Marcus showroom, “I designed it not only for the parties, but how I get dressed,” she says. “The third floor has furs, hats and items that I don’t wear very often. The second floor has all of my clothes, shoes and belts. There’s a makeup station and a champagne bar. The first floor has jewelry and purses – the very last thing you put on as you walk out the door.”

So how does someone afford to have 3,000 square feet of luxury clothes and jewelry?

“I wasn’t born rich,” says Roemer. “I was a waitress, a lifeguard, a sales clerk I became an aerobics instructor, and eventually had my own chain of gyms. I became a self-made millionaire. I know the value of a dollar. Even now, I have a clothing line, a line of candles, and I flip houses. I don’t know how to not work.”

Roemer, 52, has been with her husband, Lamar, for nearly a decade. (They met in church.) Together, they own oil and energy companies. “I was single for 17 years before I married him, and I didn’t marry him for his wealth,” she says. “I’m not a trophy wife.”

Roemer, who has been offered several reality shows, rolls her eyes when asked if the entire theft was for the insurance money. “I don’t need the insurance money,” she says. “That’s not what this is about. Besides, if I were going to [stage a robbery], I wouldn’t have them take a lock of my son’s hair.”

And is it a publicity stunt? “No,” Roemer says, flatly. “I understand why people will say whatever they want, but I don’t need the publicity like this.”

The Montgomery County police seem to agree, saying that they believe Roemer is a victim of opportunistic thieves who saw their house as a big score. A spokesperson tells PEOPLE that they continue to review the case for clues; they have dusted the closet for fingerprints and are studying the security tapes.

“I can see why people would see this as a punch line, or think it’s sort of funny,” says Roemer, “but it really isn’t. I don’t care if you’re rich or poor. You deserve to be safe in your house, and you don’t deserve to have your things stolen. It’s not a joke. This is serious, and I want my sentimental items back.”