Replace the glass in your sidelights if it is standard glass. Hire a glass repairman to install burglar-resistant glass, such as polycarbonate or acrylic plastic. Another option is to use wired or laminated glass to provide added security for this area in your doorway. Tempered glass and Plexiglas are much stronger than regular window glass. The added strength may be enough to discourage a burglar.
Consider installing a security system in your home that sounds when glass is broken.
Measure the length and width of your sidelights with a measuring tape. Visit a home supply, glass or home security company to purchase wrought iron grills or protective wire mesh that fits over the sidelights. This doesn't prevent the glass from breaking, but it does make it harder for a burglar to stick his hand into the sidelight opening to unlock your exterior door. Do this on any sidelight that is within 42 inches from the door lock.