[WiccaJew]

So me and my fiancee were sitting on the couch, when a huge knock comes on the door. Three cops were standing there, they asked us if a guy named filipe lived here. I said no we just started renting the house. The cop asked us if we were the only ones in the house, and if we knew where to find them. As the cop was questioning us the other cops were looking behind us into the house the whole time. We said no, but he was welcome to come in if he wanted.
The cop said no, but said he will be back to check on the place.
As they were walking away one of the cops turned around and said that we should be careful that a murderer used to live here. Me and my fiancee freaked out and said haha I am just kidding he was only a druggie.

Here's the problem.
Me and my fiancee are new to the area. The wife of filipe has come to our house multiple times looking for "mail" and belongings she might have left behind.
I told the lady never to come back she had no right to be at our house.
The problem is I am not sure if this guy is going to come back to our house. I have my camaro and my fiancees 2011 eclipse outside.
I am just afraid that we might have a break in our something.

Now Here's my question
Should I get out of the lease and move
Deal with it and just see what happens.
Or any other suggestions
I have two big dogs that will attack someone who comes on the property, but that still doesn't make me feel safer.