if they're going for the system, which is most often the case.... go ahead and make sure everything is bolted down well, and with different style screws, use security screws (like the ones you see on bathroom stalls and stuff), for added measure. You'll need special tools for those.
Also, place an "ear piercing" siren in the trunk with the system....for when the alarm goes off, it'll make it VERY painful to sit around and try to take the stuff.
- Nathan