Pretty much any car from the past 20 years has a computer of some sort that would be destroyed by an EMP, thus rendering the car totally inert. Most electronics these days have minimal shielding for electromagnetic interference, but it wouldn't be enough to thwart a true EMP.
There's just one thing about EMPs, though: unless the terrorist have some sort of super scientist on their side, currently the only way to create a large scale EMP is through the detonation of a nuclear bomb (the new Ocean's 11 is science fiction in that regard). And that EMP even then wouldn't really extend far past the immediate blast zone before becoming too weak to bother basic shielded electronics.
In short: yes, you're being paranoid over an incredibly negligible risk that if it did occur we'd have much bigger problems on our hands (like your car likely being destroyed by said nuclear blast).