Supposedly Pistone never went out on jobs with them, which seems sorta suspicious in hindsight, but came up with enough "stolen" property on his own to allay most (not all) suspicions.
I'm glad you brought out that point, Lilo, because I've always wondered how Pistone was able to maintain his credibility with the Mob and somehow avoid any direct involvement in any type of lawbreaking whatsoever. "Donnie Brasco" is a good movie and an excellent book. But I don't believe everything Pistone told us.