Back up all your data and your thesis and put the backup in a secure place.
An article in the December 20, 2010 edition of the Albuquerque Journal  told the sad story of a Ph.D. student who lost all her work when thieves stole her computer and her back-up drive  during a break-in. She's hoping for the return of her computer, but the article indicated that her laptop was the only place where her data, collected over the last 6 years, were stored.
I received this blunt advice from R.L. Peters's book Getting What You Came For when I was in grad school. I kept three copies of my writing: one on me, one in my lab, and one at my apartment. I got paranoid when I found that the library book detectors were slowly erasing my floppy disks.
 The article is available online, but only to Journal subscribers.
 To end this post on a happy note, in time for the Western holidays, check out this story from New Zealand where the computer was returned.
 Thanks to CJ for the link. For those who are stoping by, this is a blog focused on the field of rheology. The logo at the top of the page refers to the phenomenon called yield stress.
 Here are some quotations about being a bad example.
 The original post indicated that the student had not backed up her work. She used a portable hard drive, which was stolen along with her computer. The post has been revised to reflect this fact. This information comes from an anonymous commenter at Chemjobber. I apologize for the error.