Drill a downward-slanting hole through the upper right corner of your bottom window's trim and into the trim of the upper window where they overlap; repeat on the left side. Insert a long nail or eyebolt in each hole. This locks the window in its current position so a burglar can't slide it up to pull the AC out.
Drill screws through sections of the AC frame that overlap the window trim to secure the unit in place.
Install steel window bars across the top and bottom of the unit's exterior. Attach the bars with two 5/16-by-3 inch lag screws on each side. Follow the installation instructions that accompany the security bars to ensure proper attachment and placement.
Attach a warning sticker noting an AC alarm system to the side of the unit, regardless of whether you actually have an alarm system.