I just replaced the ignition switch myself on my 95 Jetta but I have a problem, when I try to connect the battery the lights flash and the horn honks like there's an alarm but I never knew of having an alarm!! What could be going on?? Any suggestions or advice?

yes you have an alarm.

there is a hood sensor next to the drv side fron strut tower. push it and hook up the Bat+. you may want to lock the car up first.

then while the horn/alarm is honking, unlock the car with the key. that should turn it off.