If you have two Sims, you can stop a burglar until the cops arrive by getting in their way. Have one of your Sims call the police and the other stand on the tile next to the front door. The burglar will route to the back door (if there is one). Then walk through the house and stand on the tile next to the back door. The burglar will route back to the front door. Repeat until cop shows up. If you only have one door you can still slow down burglars by trying to get in their way, but they will still be able to get through.
For more Tips & Tricks for playing The Sims, including Time Management, building Skills, and getting more money, click here.