OK, the peddler says give another player 4 dice to take one and put it in your smithy tile. However it doesn't say where the dice you give are placed.
Do those go into the receiving player's smithy tile? Or do they go into his supply?
I'd guess smithy - but it would create interesting situations if the receiving player had those 4 dice in play that same turn.
The rules book has clearification on many of the cards. In fact, they go into his supply, while, as you said, the one you stole goes on the smithy tile.