You can leave it at *my* house....we don't even lock our cars....just leave the keys with me in case I have to move it (heh heh heh
).
j/k
The best thing is probably a hard-top, if you can afford one. I've seen junky-looking ones for as little as $300 at flea markets (but they can be hard to find when you're looking).
I got one of my cars (Midget) because it was trashed by theives stealing it's *AM* radio!....the previous owner was so distraught, he sold me the car cheap. The car was locked, but as stated above, that's a waste of time.
Occasionally, I drive to the car-theft capital of America (Newark, NJ)...usually in my Miata. When I do, I always park in an open, well-lit area...even if I have to walk 15 blocks to get to where I'm going. Or in a paid garage area. Pick a safe parking spot, even if it's a long walk...you need to move your car from it's present spot anyway, since vandals have already "noticed" it.
Honestly, at the moment, you're tempting fate with your new CD player...I'd remove it unless you improve your parking situatuion....stinks, I know, but that's the truth of the matter.