Actually it is a myth that those codes lock out thieves from using the stolen equipment. The best way to secure the unit is to remove it of course, but that isn't always possible (say you're driving to the beach to go surfing, etc.) In that case, a locked box in the trunk would be ideal (except if they steal the car.) A vented box and IR repeater (do they make those in 12 volt?) would allow you to control the player, too. Just some thoughts.

In some cars, when you advance the automatic stick into "park" ... it is so close to the dash that you can't slide the player out. Wouldn't depend on that, though for security.