Security Feature

I have a 1999 Yukon SLT, and I notice that when I turn the car on the 'security' light comes on, but I do not think that I have this option.

Should my Yukon have this option, or is something wrong?

When I open the doors with out the remote no alarm goes off.

Any help would be greatly appreciated.

Thanks

OAKE

Are you opening the doors with the key instead of the remote? If you open it with the key, the alarm won't go off. I think the security feature is pretty standard nowadays. We have an '01, I'm sure they're pretty similar.