You should take the same care to protect your bike as you would your car. If you don’t value your bike as much as your car, then think of your bike as a pile of money. Would you leave $100 on the ground unsecured? We wouldn’t. Here are a few links to learn how to properly secure your bike.
This link is from the UK and it has some videos from other European countries. Don’t worry, they are sub-titled.
Here’s an article from Sheldon Brown.
Something from the National Bike Registry.
And something from Kryptonite Locks