2005 Starter Relay

Hi everyone,
So this might sound like a strange question, but bear with me.
My car keys were stolen and I am fairly confident it was someone in my
area/apartment building. I am working on getting the fob replaced but in the
meantime I am terrified of someone jumping into the car and hot wiring it
(already have the ignition keyed so my old keys no longer run the car but
they can still get into it). Yes I am being paranoid, but with the neighbor
hood I live in I would not put it past whoever stole my keys to have the
knowledge to hot wire the car and drive away.
I've been told by my dad, who's at Drag Week currently (yay dad!), that if I
pull the starter relay that it would disable my car. So my questions are:
1. is this something that I can do whenever my car can't be blocked in for
the time being?
2. is this going to damage my car if done too often?
3. is it easy to put back?

I literally have no idea where or essentially what the starter relay is (I know
the basics of what it is) but if it's something simple and like a piece I can
take into my apartment with me and then put back together when I want to
leave that would be awesome.

Sorry this was long. And thanks in advance to anyone who can help me.