Kaitou Jeanne is Maron's alternate form. She transforms by having Fin "charge up" her Petit Clare with her power, and then uses her Rosary while praying to Jeanne d'Arc. In later episodes, she can transform on her own by simply using her Rosary. Her job is to seal demons with the help of Fin or her Petit Clare- both can sense demons, although Fin, being an angel, gets sick in the presence of demons and usually doesn't come along with Jeanne during her missions. Jeanne, or Maron, believes that it is right to send notice, because it differentiates her from being an ordinary thief (she is, after all, there to steal by order of God!), even though it would certainly make her job easier if she didn't.
As Jeanne, her greatest threat seems to be Miyako, Maron's best friend in real life. Miyako is determined to arrest Jeanne, who is an unusual thief, and sees her notices as a challenge to the police. Later, it becomes clear that Sindbad is Jeanne greatest threat, since he turns out to be her rival in sealing demons- and possibly in love with her as well! But Sindbad is an agent of the Devil, and therefore her greatest enemy... she knows this to be true, despite Sindbad's saving her (and kisses ^_~) because Fin said God said so...
Jeanne is protected by a barrier from God, which takes power from the strength of her heart- if her heart is in chaos, then the barrier will fail (which was part of the demons' plans- possess the ones she loves, take away everything she believes in, destroy her from the inside out...). This barrier protects her by giving her heightened senses/reflexes, and greater strength, speed, and endurance, but later on, it also manifests itself as a shield against demons' attacks. Jeanne also gets a healing ability (it is also likely that the original Jeanne d'Arc had it, as well) that she uses to heal Sindbad after he took a particularly nastly hit while trying to defend her from Myst.
Some images:
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Kamikaze Kaitou Jeanne is the property of Tanemura Arina and the producers of the anime that I can't think of the name of right now. ^^;; The characters and images are not my property- all I own are these pages and the clothes on my back. So please don't sue me- link to me instead!