I could probably karate chop a cable lock off. For you, at a minimum: 1) Install hex or security skewer on rear wheel. U-lock rear wheel and frame to rack. 2) Either install a non-QR skewer on your front wheel and U-lock it to your frame, or save a lock by removing the front wheel and locking it up with your rear wheel. 3) Remove seatpost and take it with you. If you're lazy, just install a security bolt for your seatpost, at your own risk. 4) Remove all easily-removable accessories. 5) Get some real good insurance.

That's just what I think though, maybe I'm paranoid.