Proper U-Bolt installation is first using a full size one not a mini because you need to remove the front wheel place it along side the rear and lock both wheels and the seat tube to a secure object (you may want to buy some fork dropout protectors that slip over the dropout to protect from marring). Get a good U-Bolt like the Krypto Forgettaboutit(sp?).

Then use a second lock such as the Krypto Chain if security and/or the bike is expensive is an issue, but that thing is heavy so depending on your security issues in the area you could use a very thick cable with a high quality lock like the Abus Disc if security problems are low. You could, if you get permission, leave the chain lock where you park the bike if you can secure it so it doesn't get stolen for fun.

I was only protecting my bike at home with my German Shepherd, but now that she's 16 years old (112 in dog years) she may be dying or we may have to put her down we're waiting to see if she recovers without undue suffering, though not likely considering her age; so I may have to get a new guard dog here soon. At work it's in the office so everyone there guards it...not that anyone would enter an office to steal a bike!