Someone here has probably already thought of this, but I thought this was a good idea - Put one end through your cleat/a-frame/handle/steering wheel whatever and the other through the cleat with the main alarm box fixed inside a locker or console (it's wall mountable - just thread the cable out when you need it at 2.5m it should be long enough to reach ashore) and someone is going to hear your boat getting moved! (hopefully).
http://cgi.ebay.co.uk/SCREAMING-CABL...QQcmdZViewItem