Alarm System

Ok where to start. I bought a 2004 Ford Ranger about a month ago. About a week ago I ran into a problem with the alarm system. The led light inside the vehicle that indicates you have an alarm stayed in a solid state....Also normally whenever you locked it or unlocked it , the alarm would indicate it has locked or unlocked by beeping once or twice...Didnt do that anymore....So I started checking fuses....I found a fuse blown...Then after replacing it, I started having problems with my tranny jerking from first gear to second gear...Also the speedometer would bounce around a lot, kinda like a bad speed sensor...also cruise control when set would go up and down on its own...So I take it into my dealership...They say the only thing shown possible bad is a mass air flow sensor, so They replaced it...But Now my alarm is back to being solid and no beeping. Now if I hit the lock button on my fob handset twice the alarm does sound so I know the alarm works, but Im not sure why the light stays solid and doesnt beep to let me know its set anymore...Dealership states it is aftermarket, I dont think so, but they wont touch it...Please help If you have any ideas...please.....Tyler