Laptop theft is rampant these days. The little guys get swiped from offices, coffee shops, and even airport security lines. Fortunately, there are steps you can take to keep your laptop safe.
For starters, try to prevent the theft by securing your system with a lock. The $30 Kensington MicroSaver Retractable Notebook Lock, for instance, combines a retractable 4-foot cable with a key-based T-bar lock. It works with any laptop that has a security slot (most models do). Just wrap the cable around a bolted-down table leg or some other fixed point, and chances are good a thief won't even bother trying to nab your notebook.
Take it a step further with the Mini Alarm, a similar locking system that emits a piercing 100-decibel alarm if the cable is cut or the motion sensor detects any movement. It's $25.
Finally, consider a LoJack-style service that can help police recover a stolen notebook. Synet Anti-Theft is one of them; it promises to help you track and locate your machine if it goes wanderin'.