Damn, that sucks - I can offer no more suggestions than have already been offered.
I used to put a screwdriver in the hole of the track and door to prevent it going up and I didnt even have pins in the garage, just as a safeguard.
When we were house hunting several years ago, we wanted to get a pole barn and talked about keeping the games out there but I told the wife I'd never get a good nights sleep, I'd constantly be worried about thieves/temperature/etc. I sleep soundly with them below us in the basement. Someone's really gonna have to work to get them out, not to mention bypass an alarm and dog.