You need three basic items in order to create your own burglar alarm: a noisemaker, a power source for the noisemaker and a trigger to attach to your door or window. For the noisemaker, you can purchase an electric alarm or buzzer from a store such as Radio Shack for just a few dollars. For the power source, a 1.5 volt battery and battery clip can be bought just as easily from any electronics store. With those two elements in place, you need only to create a trigger, which completes an electrical circuit between them, sending power into the buzzer when it is activated.
The best way to create a trigger involves two lengths of electrical wire and a wooden alligator clip of the type used to hang clothes on a line. Strip the ends of the wires and wrap each of them around one jaw of the clip. That gives you an easy to way to create the circuit: when the clip is open or when something separates the wires, the circuit is incomplete; when the clip closes and the wires touch, the circuit is completed and the buzzer goes off.
The setup for this type of alarm system is easy. Connect a wire between the positive terminal on the battery clip and the negative terminal on the buzzer. Then place a sturdy piece of cardboard between the jaws of the alligator clip to keep the circuit broken. Connect one of the wires wrapped around the alligator clip to the negative terminal on the battery clip and the other wire to the positive terminal on the buzzer, then glue all of them to a piece of flat wood. Your alarm is set and ready to go. All you need to do is attach a piece of string to the cardboard in the alligator clip and tape the other end of the string to the door or window you wish to protect. When an intruder opens the door, he'll yank the cardboard free, the clip jaws will close and the buzzer will go off.