These type of break ins are known as 'Burglary other than Dwelling' and if you look at the Police Crime lists they are on the increase.

Expensive electrical gardening items are being stored in them and not many days go by without something being stolen within our Police Patch. In most cases several items are taken and quite often total £1,000.

So please:-
Fit a good lock on the door. This could help with a later Insurance claim as you would be expected to prove that you had taken all reasonable precautions to secure your property.

Fit a grill on the windows fixed to steel plates on the inside of the shed.

Consider fitting an alarm. These are usually inexpensive to buy from DIY Centres and are operated by battery.