Damn dude, that is a tough situation. Sometimes things end up really sucking because, quite frankly, in college you don't have time to completely vet out the room mates that you NEED to have because you're in college and money sucks.
I've unfortunately been in similar situations and did not have the time or the money to be able to move someplace new. Cheap and easy solution: padlock your door. If she bitches about it, remind her that you said you didn't feel your stuff was safe. She has the prerogative to endanger her own stuff, but not yours.