Well, I suppose you could make this a bit more secure by turning off boot-from-CD in the BIOS and then setting a BIOS configuration password.
Of course, the thief can just power-cycle the CMOS memory, but this can be further negated a bit if LPC installs itself on the MBR and then fakes boot-from-CD-support.
Of course, a knowledgeable thief can still get rid of it, but at least it's a bit harder to do.