And surprise, you actually can't do anything about it (plus according to our law, the highest court decided that as long as it is discussed in parliament, it is *legal* (because of politics immunity) - I could just laugh after that).
Actually you can do something, you can elect a socialist (or social democratic) government. They'll take care of that Though, honestly, I'd advise against doing so.
Look at France where they've been dragging Sarkozy to court this year for something he allegedly did while being under immunity. What's ridiculous in my opinion is that there is a law which grants you immunity while you're president (or minister, to the same effect). You can agree or not agree whether that's a good thing, but this is the law. So what the socialists do is simply this: They wait until the period of immunity is over and then retrospectively pursue him. What a perversion of the law.
But of course that's no more perverted than giving the A63 (the most important autoroute to Spain) which has been built from tax payer's money to a privately held company which subsequently charges tax payers with outrageous fees for using what's rightfully theirs. Mitterand gave away the southern half in 1984, Hollande gave away the northern half in 2013. All power to the people, comrades!
Alas, such is the downside of having a socialist government. Total corruption, high taxes, record unemployment, economy moving abroad.