I use an Allen Rack on occasion, and I always run a bungee cord from one arm of the rack, through the front wheel, along the frame, through the rear wheel, and then hook to the other arm of the rack.

Several years ago, I took my bike on a 700 mile drive on the rack. When I last filled up with gasoline I checked the bike, and all was well. 200 miles later I arrived at my destination, unloaded the bike only to find that the front wheel was GONE. All I can think is that it vibrated loose (or someone stole it?) and ended up in the grill of an 18 wheeler. Getting a replacement in the boonies of northern Michigan was not fast, or easy. Always secure your wheels!