Is it possible to stop connections being saved in favourites?

Wondering if anyone knows how to stop my connections being saved in favourites. If my laptop gets stolen, and they manage to get past the Windows login, they can just start up Smartftp, connect to any servers I might be able to log in to and delete everything or do something else malicious.
If this is not possible, is there some other solution I havent thought of?

Do not enter a password in the favorite. You will be prompted to enter it the first time you connect.

Nice one, thank you.