Autonomous Robot Going Shopping

Imagine an autonomous robot, four wheels, battery operated, the size of a small baby buggy. Its controlled by a computer, navigation by GPS, communication by GSM or UMTS. It has cameras, laser or ultrasonic distance sensors and carry a payload of maybe 20 kg. The hard- and software, artificially intelligent, capable of machine learning, are at least as capable as the winners of last year's Urban Challenge.
Imagine you head such a machine, you could send it to go shopping for you. It could pick up the groceries you ordered via internet or deliver documents in large cities. It is sufficiently small to cause not too much of damage in case of an accident with a car or a pedestrian.
Technically, this doesn't seem too great a challenge. OK, the cars taking part in the Urban Challenge had trunks full of electronics, but the same computing power will be available in much smaller dimensions only months from now.
It raises some interesting questions too: what if there is actually an accident on a public road with a person or with a car? What if an accident with another robot occured? What if the robot is kidnapped? What if the goods from the robot's cargo area are stolen? May the robot defend itself with spraying water, pepper spray, with high voltage or with a Taser?