Get something like this. The sudden noise of the alarm may put them off.
http://www.gizoo.co.uk/Products/HomeGarden/Hom e/WindowDoorAlarm4pk.htm
Also, go and talk to your neighbours, tell them whats been happening, and that you think their properties may be at risk as well. If you all keep an eye out for suspicious people, it is a good tool.
Try asking to speak to your dedicated local police liasion for the area, and ask if they have any tips, neighbourhood watch stickers and if they can do some visible patrols in the area for a while,