Let's annoy the car thieves
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Instead of having car alarms that go off whenever someone bumps into the car or a strong wind blows, why not have them go off when they sense the car has been put in motion. Ramping up the decibel level inside the car would give the thief a little extra trouble for the trouble he put you through. As long as you remember to de-activate the alarm before driving off yourself this solution shouldn't cause you any headaches.