Key scanning/cloning was widely reported some months ago and all BMW's had a free fix. The b**tards were buying a piece of equipment off the net for a few quid.
I know nothing about modern cars or electrics but 40 odd years ago I put a switch on the wire from the coil. The engine cranked on the starter but wouldn't fire up. In the short term is there a modern equivalent quick fix?
For now I'd go to Maplins and buy a battery PIR alarm for £20. They are LOUD.
http://www.maplin.co.uk/p/compact-pir-alarm-vw62s