that's because the theft was sanctioned by a city influence quest. Have you tried burglarizing the same house when not on these special quests?

FYI: here's what they mean
http://www.uesp.net/wiki/Lore:Shadowmarks

Oh.... Smackinjuice, after I looked at the pic you linked, that's a sewer grate I think. Nothing to do with anything AFAIK. Of course, I don't do the TG or DB questlines. So entirely possible I just haven't a clue.

I did see a Shadowmark in Solitude, the "Protected" sign. I can't recall whose house it was on. Oddly enough, my thief actually did stop at the sight of it.

I remember seeing a shadowmark on the doorpost of Breezehome in one of my games. Don't remember which one, though, and my characters that did the main quest far enough to get Breezehome didn't do Thieves Guild, so it's probably not the "protected" one.

But I thought I did see the "protected" mark near the front door of the Black-Briar home near the Riften Marketplace (next to a barrel I think).

According to the picture posted, it's definitely not a Shadowmark; it's just a sewer hole which probably can't be interacted with.

That sewer grate looks like a Celtic knot pattern and is probably just decorative.

Out of curiosity, I went back and looked for the Shadowmark I had seen in Solitude. It's on http://i678.photobucket.com/albums/vv146/gmosko/shadowmarkserikur.jpg. That makes sense, since he's a crony of Maven's. There is also an "Empty" symbol on http://i678.photobucket.com/albums/vv146/gmosko/shadowmarksjala.jpg.

If you look around, most shops have the "loot" symbol. Some houses have "loot" and others have "empty" and a few even have "protected" on them. I first noticed this in Whiterun but I've started to notice it pretty much everywhere.

Yeah, I haven't been paying enough attention. Not a very good thief. lol