Security Light?

I have a 98 F150 4.6 XLT, ok had to replace the battery, but when I put the cable on I heard the doors lock, so I go around to start it up, and I get nothing, no clicks, nothing, I look down on the dash, really beside the headlight switch and this little red light was blinking, now I've owned thiis truck well over 10 yrs and this light has never came on before, so I disconnected the battery and reconnected and the light went off, the truck started right up, what am I missing here?

if it isn't in the cluster labeled theft it is an aftermarket alarm/interupt system.

it's not in the cluster, so how can I find out what the deal is?

Search under the dash for a box that normallu looks like it doesn't belong or follow the wies from the light back to it. Then if you didn't have it installed remove it. Some of the wires will go to the steering column. One wire will be cut and hooked to the box. Remove them and reconnect the original wire (this is the srart wire).