Windows
Most windows need serious security help, which is available in a variety of lock styles. Some sliding-window locks screw into the window frame and flip over the edge of the windowpane to hold it in place. Other types include a pressure screw that's clipped onto the sliding-window track behind the window, preventing the window from being opened at all. (This may only be appropriate for windows you don't use very often and where quick escape isn't an issue.) A length of dowelling inserted into the bottom track between the edge of the sliding window and the window frame can also prevent the window from being opened.
For casement or awning windows that are operated by a crank handle, remove the cranks and place them nearby (but not within reach of a broken window). For basement windows with a latch fastener, try a lock that screws onto the wall above the latch and flips down over the latch, to prevent it from being tampered with.
Pins
The latch that closes most double-hung or sash windows is no substitute for a lock. To effectively secure the windows, install window pins (or screw eyes, which are easier to insert and remove) that prevent the windows from being raised or lowered. Drill a hole just slightly larger than the pin through each top corner of the lower window frame, into the bottom corners of the upper window frame (don't drill all the way through the upper window frame). The pin sits inside the hole (protruding slightly so that it's easy to remove from inside the house) and holds the windows together so that they can't be opened.
To prevent the drill from going too far into the upper window frame, wrap the drill bit with a piece of masking tape at the maximum depth you need. When the edge of the tape meets the window frame, you've drilled as far as you need to go.
You can lock the windows in a partially open position (for air circulation) by drilling another set of holes in the upper window frame an inch or so above the first set.
Window pins or screw eyes lock the upper and lower window sashes together so that they can't be moved up or down from outside the house.
Security Film
A high-strength safety film for glass is available that prevents the glass from shattering apart on impact. The glass might crack, but it remains intact on the film. The film needs to be installed by a professional (this is not the same as window film available at home centers that only screens out the sun's ultraviolet rays). Small window stickers that identify the film let potential burglars know that they can't break through the window, even if they try.
Window Bars and Grates
Basement windows are another weak point for break-ins. Window bars or grates are one of the most secure ways to protect them, and their design has improved considerably over the years, so that they no longer look quite so prisonlike. You don't, however, want to make the windows so secure that they can't be used as an escape route in an emergency, especially if the basement has bedrooms or playrooms. Opt for a system that has a quick-release device that's operated from the inside without the need for a key (check local building codes or regulations to find out if they specify a system that's either permitted or prohibited).
Generally, these quick-release window bar designs are attached by screwing the guide rail to one edge of the window frame, sliding the grill (the bars) onto the rail, positioning the other guide rail, and securing it. Ensure that the screws are long enough (at least 3 inches) to fasten into the studs on either side of the window frame.

