Giuseppe, I am sorry to hear that you have been burgled, but dont blame the police - they are not security guards and they are not here to protect your home - that is your responsibility. There is plenty that you can do to make your home more secure. Door locks, window locks, a better door frame etc. Speak to your insurance company or the crime prevention officer (Lewisham = 020 8284 5005).
Most burglars are opportunists and if you make it difficult for them to break in, they wont bother- they will go and find somewhere easier.