You cannot make you bike completely theft proof, but the better you secure it, the less likely it is to be stolen. Consider where you are locking your bike up, the type of lock you are using, and how you are using that lock to secure your bike. Find out more by reading this guide on how to prevent bike theft. It also includes advice on what action to take if your bike has been stolen.
Secured By Design is a UK police initiative that works towards prevention of crime – including bike theft – and has a useful guide on how to protect your bike on its website.