http://www.lockittight.com/

Best bit of kit around and FREE.  Puts a tracker and more onto your machine and better than the competition. Installation is a bit complicated - you need to register to get a reference number particular to your machine first.   You also need your MAC address so Google if you're not sure what or where that is.  Read all the blurb before going ahead and don't forget, it's your choice;I didn't guarantee anything.  Also don't forget to password protect your logon to Windows or whatever you're using (if you're using Linux then you know all this anyway).