"Sorry that that happened to you!"

[B45]

My friend told me she got robbed at gunpoint last weeks. She described the whole scenario to me. And I say:

"Sorry that happened to you!" VS

"Sorry that this happened to you!" VS

"Sorry that that happened to you!"

Next time please make sure to bring someone with you to the bank. So, that this/that/it won't happen again!

Are all three ok?

 

[Raymott]

"I'm sorry that that happened to you!"
"Next time please make sure to bring someone with you to the bank so that it won't happen again!"

That's how I'd say it.
You can't put a comma after "so" in this case; the connector is "so that".
http://en.wiktionary.org/wiki/so_that
It's sounds a bit flippant to leave out the "I'm" when your friend has been held up at gun point. But would taking someone with you prevent you from being held up?