To secure a double hung window, drill a downward sloping hole into the top of the bottom window, and through that into the bottom of the top window. A pin can now be inserted, locking the window shut.
By partly opening the window (less that 4 inches) and making a second set of holes, the window can then be used for ventilation. Remember, open windows and doors, even if secured, should never be left unattended while you are gone or asleep.