The radio head in my Nissan is "assigned" to the car, removing it and plugging it in elsewhere will result in it sticking it's electronic thumb in it's mouth. It takes a dealer to "assign" new bits to the car under this method but it is secure.
Trouble is, you'll still get some prick who will break the window and steal the head because he is dense/thick/drugged up/stupid/(add your thoughts here).
PDH