My brothers Acura Integra got broken into last night and they stole the amp and boom-box ect. I told him to put an alarm so its his fault....

So this got me wandering about my X5 the other day I rocked it with the alarm activated, but still the it did'nt go off....??? So is it only after someone trys jimming it or braken a window will the aralm go off? can't you make it more sensitive?