Although one Burglary is to many, in a large metropolitan area like Albuquerque there will always be a few home robberies. These people that are telling you about all these robberies do they live in your neighborhood, or are they co-workers? Lynn is right you need to go out to http://www.CrimeReports.com (also found out at http://www.cabq.gov) and look for yourself. You mentioned that when you purchased your home you thought there was security? Do you live in a gated community, is there a private patrol company? Do you have an alarm system?
If you have answered yes to one these questions and still do not feel safe have you considered forming a neighborhood watch on your block?
I hope by viewing the information on the website you can feel you made a good choice in the home you purchased and enjoy living in it!