Hehe, I've locked my keys in my truck while it was running before, it was at school to so everyone got a kick out of it... luckily, it's easy enough to hit the back window of a truck with your palm and knock it out of the slider, so no real harm was done...
As far as what to do, around here state troopers won't even touch locked cars because of liability reasons. If you know somebody with a triple A mambership, call them, and I believe most cab drivers carry slim jims with them and would gladly help you out for a price