Ideally you want to cable/chain it to the desk. You could do this by passing the cable/chain through the MP case, but I think you can also pass a laptop-like cable lock through the lever that is used to open the side access panel, which also prevents someone from gutting your machine. All of that is probably obvious. Then, you need to be able to loop it through something on the desk, bed frame, bookshelf, or other large, conspicuous object that will look strange being dragged out of your room attached to a MP.