By get shot sixteen times, OP means that Roxanne came on, so he and the burglar immediately proceeded to get WRECKED playing the Roxanne drinking game. Sixteen shots didn't even get him through the first chorus.

For those who don't know:

How to play the Roxanne drinking game All you need to play is a sound system of some sort, and the song ‘Roxanne’ by The Police. Next, you split everybody up into 2 teams (usually boys on one team, girls on the other). The girls drink when they hear the word ‘Roxanne’, and the boys drink when they hear ‘put on a red light’. Doesn’t sound like much of a drinking game, right? Wrong! It’s unbelievable how many times The Police repeat these lyrics in the song and so this game can be a good laugh if played occasionally.