Well there is nothing Much you can do. according to me the best way is that you check you locked all doors and lock the steering. thats what i do. if you want something addition then
get some steering lock like thing.
and if you are talking about a buzzer thats not a good system but it can alert you when some one is trying to open the car by it will beep . but its more like a key less entry system.
so i this case get some steelmate keyless entry system.(i would recommend getting it from duabi autos). but do keep the steering lock.