Sliding glass doors or windows can be lifted out of their tracks. Install self-tapping screws in the upper track that allow the door or window to slide into place. A square-edged length of wood placed in the bottom track will resist lateral forcing.
Most windows can be pinned for security purposes. Drill a 3/16" hole on a slight downward slant through the inside window frame and halfway into the outside frame. A nail or pin can then be placed in the hole to secure the window.
Secure other openings into your home such as milk-chutes and air conditioners.

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