If my bike is mounted on the carrier, and I need to step away from it (to go inside a store for a drink after a ride or something), I'll lock it to my car's spoiler. If someone REALLY wants the bike, they can still get it, but I don't ride/live in an area where bike theft is a big problem, so locking it to the spoiler is more than enough to prevent your average thief from riding off on the bike. If you don't have a spoiler, get a steel line long enough to loop to the chassis under the car. There should be something you can hook it to that won't cause problems (like around the hitch mounts).
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I wish I could tell you what you can't/can install on the bike, but I have a 7.3FX, and it's pretty well compatible with a lot of the commuter type accessories out there. Considering the CF frame, I'm not sure there are similar mount points on your bike compared to mine, but it's possible. You can pose that question to Trek. However, like the guy above said, I wouldn't waste the money/time to convert the bike to something it's not. If you wanted a road bike with drop handlebars, you should've gotten one, can't say I understand the logic of dropping $2.5K on a bike only to convert it to something you could've gotten for around the same price. Still, the FX series bikes are fast enough to hang with road bikes if you're fit enough, so I really can't see a reason to modify it.
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As far as WHERE to ride, common sense should come in handy here. You wouldn't climb a mountain in loafers would you? Short jaunts on a packed gravel road should be ok (there are some stretches of path like that here, and I see the occasional road bike on 'em), but don't go overboard.