Sounds like it could be time to change the locks if she has a key.
Next time she does it, if you know it is her, but haven't actually seen her, start shouting 'robbers, the house has people in and I am speaking to the police about this break in. go away now before they arrive or else...' and scream very loudly. Then make sure when your mil sees you you do have your phone in your hand . and towel on just out of the shower even better...
before she has a chance to say 'oh for goodness sake it's only me', just start to say that she gave you the fright of your life, that you were so scared, didn't know what was happening, lay it on really really thick (am guessing that this won't be too difficult in the circumstances) and that you can't ever go through that again. Therefore, she must never do that again.
Whether you do actually want to ring the police and then have to ring them back to say that it was a false alarm and get them to bollock your MIL on your behalf depends on how well you get on with your MIL in general and want to get on with her in the future and of course how busy your local police are - don't really want to pester them!
good luck...
oh and what does you dh think about her just walking in - does he mind, encourage it, do the same at her house - is it a case of different expectations or does he find it a pain too?