As a lodger, or 'excluded occupier' you have minimal rights (to go with minimal responsibilities). You would not be able to put a lock on the door as that would technically change the nature of your tenancy and have implications on both council tax and planning permission.
You could use a room-alarm, so long as it is not afixed to anything belonging to the landlord.
For valuables, it is possible to get lockabel steel A4 filing boxes (like an oversized shopping bag) for £14 from Argos (product 875/3830). That might be a worthwhile investment.