Well, there is a long way, and a short way.
The long one is to buy a big dog (like a Husky) and, when he gets big enough, bring it with you in your car. When you get out of the car to do something (like shopping) you leave your dog in the car.
The short way is to do like in South-Africa (I think it's in South-Africa) and place a flame-thrower below both the driver's and the passenger's doors. When someone tries to break in, you get a free BBQ to feed your dogs with.