Thanks for all the replies and suggestions. I guess I'll just start out by
bolting the unit in to the window frame from the inside. Then, I'll see if
I can find something to put around the outside to make it more annoying for
anyone trying to get at the a/c. I had looked in the Yellow Pages under
"metal" searching for metal fabricators or whatever but didn't see anything.
But, the sugestion about iron door makers made me try looking under "iron"
where I found a heading called "iron and iron work". I found a few local
places that say they do ornamental iron work, etc. So, I'll check with
them.

Thanks again for the ideas.