Oh, and another thing - tell the police that you want it in writing that you are not to call them and that they are not prepared to go any further with the investigation. That'll bring on the pains for them. I used to work for the police and know a bit about their ways of working.
If they can't do any through lack of evidence, then they should explain this to you and offer to put an alarm mat in your house in case anyone tries to get in. They are not being helpful, but don't take the matter into your own hands, because the police will then be VERY interested in that and may arrest YOU.