if you get in and the alarm doesnt activate its fine, it doesnt always happen. not sure if thats the case with yours. normally you set of and a few seconds down the road the doors lock, sum kind of safety feature.
but when it does happen as soon as you start the car the doors all lock and the alarm warning light on the drivers door starts flashing, after 10 or 15 seconds the alarm goes off, and you have to stop the car and press the button on the key to unlock the door, try starting it and the same thing happens
if you leave it for an hour or 2 and try it seems to be fine
i found out today that the alarm only goes off the once, i needed to get the car home and when i started it the alarm activated and the the siren started to go, i though stuff it and set off for home, was only a few miles away, but once i got a couple of hundred yards down the road the siren stoped and then a little further the hazard lights stopped flashing . when i got home i had to press the button whilst inside the car to open the doors as they were still locked and the red alarm light was still flashing...