I've got a Bob, and whilst it's a fine trailer, I suspect this sort of trailer isn't what you're looking at, since it is somewhat limited in how much mass you can carry. Too much weight, too high up, and it just doesn't want to play. It's good for things like camping, or moderate shopping loads, but not for hauling vast amounts around.
Things like the Carry Freedom are better for heavier loads, and they are probably more versatile, since you can use them as a flatbed, or fit a box. The 7th page of the
manual does show how a box can be adapted with some rubber feet to hold quite firmly on the base. I guess you could loop a cable lock through the wheels and the holes in the base to help lock it up. Unfortunately a trailer which comes apart for easy storage is directly in contradiction with one that is easy to lock up and consequently doesn't easily break up into lots of pieces.