Why is it not secure? If your car gets stolen, then you've got bigger problems. And you can always simply unplug your garage door when you're not home. Of course this is inconvenient, but if your car is stolen, I'm sure it will be the least of your troubles.
I added Homelink to my 2000 B5 it is awesome. It looks clean and doesn't rattle when going over rough road, like the remote supplied by the garage door manufacturer would do.
If you're thinking about getting a Homelink visor, definitely do it. Just don't get ripped off. I've seen quite a few visors go for over $100. I got mine for free from a wrecked Passat and I would suggest the same for anyone interested. And even if the owner of the wrecked Passat wants to charge you for the visor, I don't think a fair price would be anything more than $50. Good luck!