I have a strange feeling that if he stole your PC, it's called "theft" which is illegal. If it "dissapears" one day while your passed out with a bag of cheetos in your lap (ha ha, I love cheetos too, we have so much in common...), you can phone the police.
But aside from that, if your arch-rival is confused by multiple OS's you may as well confuse them by painting distorted polygons on your walls, they will become confused and their depth perception will trick them, causing them to run into walls. Also install a number of mirrors, like a large mirror maze. This will make for hours of fun as your rival jumps at the reflections of each computer. Unfortunately these have the setback of additional cost.
Anyway, in seriousness...
If you have a BIOS password, the password will need to be entered before booting, or changing boot options. which brings up the CD-drive, you can remove it as a bootable device in the BIOS. Of course, the BIOS can be reset using a jumper or removing the battery, but since this requires physical access to the motherboard, you can simply lock the case shut. Since they could them simply cart off the whole thing, bolt it down.
there, it's bolted down, locked closed, and Boot passworded.
In all honesty I think your being a bit paranoid.