I would (and did -the second woman's building had some insane way of getting in to the building) just let the person in and went on with my life. Seriously there are not nearly as many ne'er do wells out there trying to rob or burgle therapists than sensationalist news reports might lead you to believe. In all my time as a public defender - we never had one therapist victim case. Which frankly surprises me because of how horrible those guys can be and how they can piss people off.