Welcome to the board!
Well, the answer depends on whether he is outside trying to get in, or inside scratching to get out. A common feature to an answer for either situation is: he is bored and anxious and needs 1) something to do when home alone and 2) management so that he doesn't have access to scratch at the door.
If outside: this is a breed that should never be left outside all day so the first step is to decide on a room he can safely remain in during the day that is his room (see more info below). Cavaliers are top targets for thieves, for a start, and you would have him at risk if he is outside; but also, they are generally very disturbed and unhappy if left alone outside and this type of unhappy response is typical and other problem behaviours often then develop -- barking, digging, chewing or eating valuable or dangerous items, etc. A barking dog is grounds for neighbours to have him removed by dog wardens so this is a serious potential issue on that ground alone. Many of the cavaliers I get into my rescue come in because they are now 'problem' dogs for owners, almost always due to having been left alone in back gardens all day while owners are at work. Most dogs but especially cavaliers need more time and work than this -- they need an inside place to stay with something to do, they need a midday walk too as a break.
If inside: he's bored and needs things to do and also, to be managed so that he cannot access the door and set off the alarm. Keep him in a room where he doesn't have the ability to scratch at a door; use a baby gate; use a barrier of some sort (there are stretch high gates that could go across this are to prevent access to the door itself). Give him some *safe* toys, perhaps leave a radio on, and leave water of course. Good toys are those that keep a dog busy, like a stuffed kong toy or two. A midday walk will also help and should be a daily requirement anyway so that he gets some human interaction and can relieve himself. There are services that do this or perhaps a neighbour teen or owners can work to do this on different days themselves. There are also dog daycare centres many places which give dogs a very active busy day plus all-important socialisation with other dogs and guarantees a tired and happy dog when collected at day's end!
This is a really good article to read to understand why you are having this problem:
http://board.cavaliertalk.com/showthread.php?t=31670
Here are some suggestions for managing home alone dogs (though I'd never give a dog the run of the house -- I'd always confine to a room or two! Much safer for the dog and less likely to create problems, I'd also NEVER crate a dog all day,even if you come home midday for a walk -- this would be considered a cruel practice for a similarly sized wild animal much less a social dog. but an open crate with soft bed inside is an ideal, friendly and comforting 'den' for a home-alone dog in the house):
http://www.theanimalpen.com/animalpen/homealone.htm
http://www.petplace.com/dogs/dogs-home-alone/page1.aspx
Dogs are really social, intelligent animals. As one trainer says, try sitting alone, with nothing to do, in your own garden for just an hour (no books, no radio, no one to talk to) and you can quickly see what the problem is for dog -- especially when you multiply that hour by a full 8 hour work day. It is boring as can be and a dog will try to find something to do, usually an unwanted activity that is a sign of loneliness and some degree of resulting distress. Fortunately this isn't usually too hard to remedy for a dedicated owner!