How can I trap the people who keep coming into my house?

One time, my friend crawled through my window and hid in my closet. When I went into the room, he busted out and scared me half to death. Other times, they would come in and hide, even though I told them not to come in. Now, I',m rethinking this friendship. Last night, I set the key to my scooter down right in front of the computer, near a note I left myself to help me remember something. I laid my phone right in front of the TV since its alarm wakes me up. Me and another person sleep in this room. Well, when I woke up, the note, the key, and my phone were gone. The only people I can think of who would come into this house to take those things are the people I once called my friends. And they're the only ones who know us well enough to feel safe walking around in the same room as two sleeping people. We think they came in through the window with the air conditioner in it, since after the closet incident, I had to start locking my window. I went over to question them about the missing items, and they got all touchy. One quietly said "don't talk" to the others- not sure if he meant for me to hear or not, but I did. Then, he started freaking out saying I need to leave their yard. Just in case it wasn't them, I said "if you see anything, tell us." He got all mad and screamed- "NO! I WON'T TELL YOU!" He was all mad because I accused him. I mentioned having a scooter key missing. Well, I have another scooter frame with wheels on it parked in front of the house. I walked over there to question them, and I rode that home. And Mom just told me that a few days ago $100 went missing. I already have a camera up on the air conditioner, but I wanna catch them red-handed. I mean, it's kinda scary that they can walk through the same room as me, not even two feet from me, and I didn't wake up. How can I wake up next time? I'm thinking they'll come in tonight. Don't say to secure the window or to put up alarms- we can't secure the window and now that money has been stolen, we can't afford an alarm. What can I do to trap them in the house? I want them to remember this, and I want them to regret ever coming through my window.