I park my helmet on the sissy bar and use a bicycle cable very much like SavageDude described to reach the lock under the saddle bag. It is a thin cable by Kryptonite designed for securing a bicycle seat. I can put 2 cables together if I need to secure my jacket and helmet.
Hmmm, I wonder why this picture got resized by the YaBB software...
Model: KryptoFlex Cable - 2.5'
Cable security perfect for quick release component and accessory lock-up or as a secondary theft deterrent.
# 5mm braided steel cable has greater core density than twisted cables providing increased cut resistance
# Double looped cable for use with all Kryptonite U-Locks, Disc Locks and Padlocks
# Protective vinyl cover
# Perfect for quick release seat and seat post component lock-up
# Limited Lifetime Warranty
For best protection against theft, use cables with a Kryptonite U-Lock or Disc Lock. Cables are recommended as a secondary deterrent, or for additional protection of quick-release components and accessories.
2.5' x 3/16" (76cm x 5mm)
0.11 lbs (.05 kg)
Item # 210719