Am I okay to install an immobiliser in a car I have on finance, or is that considered a modification?

I'm awaiting delivery of a new Audi S3 and, following a number of car thefts in my street, I'm looking at buying the Autowatch Ghost immobiliser. Given that this has to be wired into the car, does it matter...

What's the best way to prevent keyless entry car theft?

How can I protect my keyless entry car from being stolen?