Munchkin Cthulhu 2: Call of Cowthulhu question

[acroellory]

In a heated game of Munchkin Cthulhu (with the Call of Cowthulhu add-on, of course), the card Madness: Kleptomania was played. The card states that the player with the madness MUST attempts to steal another player's small item at the beginning of the turn, but there were no small items (or any items, in fact) in play. What do we do?

[DoomedDuck]

Nothing. There is nothing for him to steal.