I second what Bulldogger says. Look at ways to disable your HMMWV rather than trying to keep people out of it. Only way to "secure" your HMMWV from intrusion would be to get hard doors all around, replace the latches with all locking latches (aftermarket add-on), and ensure that you have a full hard top and back wall. That will at least make it so your vehicle would need to be picked, smashed, or significantly disassembled for someone to get in.
I find you're betting off setting the steering wheel cable lock, adding a keyed battery cutoff switch to disable all power, and possibly adding additional disabling actions, like a keyed switch for disabling the fuel pump or other critical item. Beware of basically every keyed switch advertised as for military vehicles: it will probably fail early and in spectacularly unexpected ways (like your starter cranking endlessly while your truck is parked until overheating or killing the batteries). Stick to just sourcing your own parts from known heavy equipment brands, like Grote or Blue Sea Systems.
