How do you prevent rims from getting stolen?

You can do two things to help deter thieves. You can put locking lug nuts on each wheel. It takes a special "keyed" socket to take the lug nut off. But that isn't totally imperivial to thieves. Next is to put a good quality car alarm system in your car. Get one that has motion detectors, not just shock detectors. It also should have a key fob that receives notices from your alarm. That way if the alarm goes off you are notified by your key fob and not just by a siren that people ignore.