Desktop or Laptop?
If a laptop then check you have a Kensington slot then buy a Kensington slot.
Otherwise you can buy locks that glue to the base/monitor that will lock it to a desk. Various alarms can be bought that go in a PCI slot and can dial home/spray ink everywhere.
You can even go as far as to buy a cage to lock it up into that is bolted to the floor.
Depends on how you view the risk!