when the alarm goes off the company calls you to make sure nothing is wrong and you are home. If no one answers they call the local police and they come out. I don't think they go inside the house unless someone has gained entry. If a window or door has been busted open they they will most likely go in due to probable cause. At that point I would hope your stuff is locked up in a cab with a locked door. If the thief tries to open the door which he most likely wont because the alarm in going off and will be scared, then the police can check that room out as well. If the room remains locked then they can't go in.

Just get an ADT sign or sticker and put them all over your house.