Being Honest and Up Front?

I applied for a job a couple days ago and had an interview today. I got in and did the pre-interview paper work and waited for the interviewer. I never saw them though; I was fired from my last job a few months ago for theft. It was a stupid decision and I have since learned a lot moved on from that. I said that on the paper work, hoping honesty would be the best way to go, but the girl at the desk just said that I can't be hired because of my history with breaking policy.

I suppose I can understand why that would be--even if it was just one bad decision--but I felt it unfair to not get a chance to interview and get turned down pretty much instantly.

How often does this happen? And how should I go about this information in the future?

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