What to do if I'm afraid that my idea will get stolen during review process?

Assuming the journals you publish in allow it, you can submit your work to a preprint archive such as ArXiv.org. You can also put it up on a personal website.

Even if someone tries to scoop you, if you work is ever published, the date it was submitted for review should appear in the final article, giving your work precedence on any other. As for your concerns about reviewers stealing your work, there is not much else you can do besides the above. The peer review system is based on good faith, and hopefully you end up with ethical reviewers.

First off, I would not worry too much about someone stealing your ideas. A peer reviewed paper has already been seen by you, your advisor, the editor of the journal/conference and at least 1 other reviewer (probably more). If a reviewer was to steal your idea, it would be trivially easy to prove he/she stole it - simply show the email from the thief where he/she reviewed it.

You should keep every submission, review (accepted and rejected), and editor note for papers you write. Most researchers I know already do this (usually via email folders).