Hi,
First, I am so sorry to hear this happened to you. In 2011, 3 days after my son's birthday party, our house was broken into and ransacked. Same type of stuff stolen, including a camera with all of the birthday party pictures. We were lucky in that we have a network in our house, so everything is backed up to the main network computer that was well hidden. The laptops were stolen, so anything that had been put on within the last month was gone. Some irreplacable jewelry was also stolen. Unknowingly, my husband's passport was also stolen. We found out when the police contacted us about finding it at a house where they were called for domestic violence. We had high hopes that they might find the camera - couldn't they have just taken out the card? That's all we want, the pictures. But, no, nothing was ever found.
To put salt on the wound, we actually have an alarm system, but we both managed to forget to turn it on that day - even though we're able to do so from our phones! And, we forgot to close the blinds, so the thieves likely saw the laptops just sitting on the desk. It was a mix of many errors. Our very good neighbors found our chickens roaming in their yard, went to put them back and noticed our back door was wide open and window smashed out. Everyone came together to call us and wait at our home until we came home. Our daycare held a fundraiser to help replace items that couldn't be replaced with insurance. The sense of community was overwhelming.
With our son, we explained that there are bad people in this world who will try to take advantage of an opportunity. These types of bad people, look for when you won't be home, so it is very unlikely this would happen when we're home and he should still feel safe. We also taught him how to set the alarm and he helps to remind us if we forget.
It will take time for all of you, but communication and putting security measures into place will help to ease everyone's anxiety. You may also want to reach out to neighbors to talk about a type of neighborhood watch, a newsletter or phone tree. Anything to help with a sense of community and to show your kids that you are working proactively to not let this happen again.
Ugh, it's just such an awful feeling - so so sorry. I still put on an outfit and think about the jewelry with mine and my son's name in Egyptian hieroglyphs that I no longer have. The idea that it was probably melted down for the gold just kills me.
p.s., I second the idea about the Kensington lock. After we replaced our items, we did exactly that with our new computer.
pps: your SWH with the dog is just so awesome! they are so intuitive.