If your looking for a budget system and willing to install yourself there are some base systems that will work for under $60.00. I personally use and have installed 12 of these systems without any issues 520-S Car Alarm w/Keyless Entry Alarms.com
You could also simply remove all valuables from the truck and leave it unlocked
Sit inside with a 12g shot gun waiting for them to return. If you opt to sit inside make sure you have a video cam so you capture their facial expression when they open the door to find you laying down in the seat with the barrel pointed at them. Its priceless to say the least.