I bought a large "Pacsafe" travel safe http://www.corporatetravelsafety.com...afe-p-874.html
Buy it from Amazon or shop around for price, I didn't pay the MSRP that is stated in the above link. I wrapped the cable around some hidden plumbing or you can use the clothes rod in the closet and locked it with a bigger lock than comes with the safe and I had peace of mind our whole reach. I bring it even if there is a safe in the room to store laptops, CD players, large cameras that don't fit in the room safe.