Sad to hear, Bert. It must be a scary feeling.
You must have spooked them before they lifted major stuff, or they aren't pros, just snooping for an item of value for a quick snatch. Or casing your place for some other time. (Sorry, that made it scarier.)
You really have to get hooked up with Brinks or ADT security. One of their local contractors can install sensors, etc in a few hours, and sometimes the system is discounted if you sign up with their monitoring service (usually $20-30/month).
You can buy a wireless system to install yourself, but I don't know about reliability, or how easy they are to beat. The monitoring is really the key, since most break-ins are actually in daytime, when you are at work. You want the service to call you and the police asap.
Stay safe.
