Help with PATS

Have a question about the Passive Anti Theft system on a 96 GT. I have the keyless entry, it works. When I start the car, the Theft light lights up in the dash, so I know it works. When I lock the car with the Key Fob, the doors lock, and if I hit it one more time, the horn honks...only problem is that the Theft light never flashes on the dash...

I've read that "all" mustangs are wired from the factory for all the goodies, so I went to my local dealer and purchased the PATS module...get into the trunk and there is not any additional wires other than the 3 plugs for the Keyless entry and the antenna that plugs into it. The module they sold me is just a small black box and the plug is the same as one that goes into the keyless entry module, but when I unplug that plug, the trunk light goes off and the keyless entry does not work. Any ideas??? The box for the keyless entry is about twice as thick as the box the dealer sold me, and like I said, it also has an antenna wire for the Keyless entry antenna. I'm confused!!!

Is it possible that this module that I bought needs to be plugged in somewhere else??? Dash area or driver's side kick panel???

OK, found this link that has information on the different types of PATS systems. http://www.smpcorp.com/web_app/techtip/download/9662_0405.pdf#search='Mustang%20Passive%20Anti%20T heft%20modules' Page 3 shows the systems that were used in the Mustangs, and mine being a 96 has a A type PATS system. The information on page 3 indicates that the Theft light will NOT flash on a 96-97 Mustang with this system. So, I guess I need to leave my windows down and set the system and see if the alarm will activate if I open the door...If it doesn't, I don't know what else to do...