Car break ins - easier than you think

When we had our mini, it was broken into several times. On each occasion they pried the window out at the top. They were able to pull the glass far enough out that they could reach their arm in and open the door. The glass goes right back in place, but you may notice a pry mark towards the middle of the window top in the rubber seal. The first time it happened we just figured they just smashed the window, but it was weird because most of the glass was on the outside of the car. The window probably just broke when they were prying it outward. The only defense that I know of is a car alarm. The louder, the better.