You reset the "anti-theft" alarm by inserting the ignition key in the outside driver door lock, turn the key to lock, then turn the key to unlock. That is the only way.
I learned this the hard way with a rental car, a 1998 Chrysler Sebring Convertible. I parked the car with the top down and habitually locked the car with the power lock button as I exited the car. When I returned, I reached in and pulled up the door lock button. This set off the alarm. Thank God the owner's manual was in the glove compartment. It took me five minutes to finally find the information I needed to reset the alarm. Very embarassing!
The alarm will set whenever you lock the car either manually by lock button or power lock switch when a door is open and then you close the door; or by closing all doors and locking with a key in the driver door or using keyless remote lock button. Once the alarm is set, it expects the car to be unlocked either by keyless remote or a key from the outside.
When the system begins to arm, you will see the "security" light illuminate on the dashboard during a 30 second time delay. Once the light goes out, the system will be armed. Once set, the alarm will go off if a door is opened or unlocked from the inside or the you attempt to start the car without first unlocking the car from the outside.
I suggest you play with your alarm system so you know how it works and how to operate it.
I once played a dirty trick on my father one day in his 1998 Ram 1500 pick-up. As we are ready to leave to go somewhere, he opened the driver door and exited the truck to get something, leaving the driver door open. While seated in the truck, I pushed the power lock button and locked the doors. When he gets back in, he shuts the door and the security system starts it's time delay. Then he starts to play with this cell phone and then the system fully arms. He then puts the key in the ignition and trys the start the car. The alarm goes off and he sits there dumbfounded while I'm sitting in the passenger seat doubled over in laughter. That's the day he learned how his alarm system worked.
Recently, I rescued a poor fellow in this Mitsubishi Montero. He parked his car and sat in it a while, shuffling through papers in the front seat, or something like that. He opens his door and the alarm goes off. I watched him for about two minutes as he struggles with things inside the car and looking dumbfounded. I then walked over to him and told him to use his ignition key in the door lock. The alarm stopped. I then explained to him exactly what he did to set off the alarm. And he confirmed that I was dead-on correct. He then thanked me for showing him what to do in the future.
Good luck with this and let us know if you have any other questions.