What does a passive anti-theft device do to make it "anti-theft"? How can I tell if my van has a "passive anti-theft device"?

A letter from State Farm Insurance says I can get a discount on insurance for my van if it has an "anti-theft" device. Information from insurance companies on the web says a "passive anti-theft device" is "activated" when engine is shut-off and the car doors are locked. If I've shut the engine off, taken the key from the ignition and locked the doors, then what additional "anti-theft" measures are implemented? Is there an alarm that sounds if someone breaks a window ?