locking door, engine running unattended

I have a 99 Taurus, and I would like to be able to lock the door with the engine running when I'm not in the car. So I can:
a. in the wintertime I like to warm the car up for 5 min. and so no one would be able to drive it off.
b. I the summertime, I'd like to leave the ac on while I run into a store, so my dog won't overheat.
Soon as i get out of the drivers seat, and try to lock the door, the door locks won't let me.
Is there a fuse or senser I can disable?
TIA

Do you have the remote control thing. You should be able to lock it from outside the car with the remote while it is running. If you have the keyless entry keypad on the door, you cn also use it to open and lock the car from outside with the engine running.

how about pushing down on the lock button and closing the door, it works on my 97 taurus

From the owners manual-------

Autolock
Autolock is a feature that will automatically lock all
doors when:
² all vehicle doors, liftgate and liftgate window are
fully closed
² the ignition key is in the ON position
² you shift into or through R (Reverse)
² the brake pedal is released
The autolock feature repeats when:
² any door is opened and then closed
² the brake pedal is released
Deactivating autolock
Before following the activation or deactivation
procedures, make sure that the ignition is OFF and
all vehicle doors and liftgate window are closed.
1. Enter the 5 digit entry code.
2. Press and release
the 3/4 control while
holding the 7/8 control.
3. Release the 7/8
control.
The horn will chirp
once if autolock was deactivated or twice (one short
and one long chirp) if autolock was activated.
To reactivate autolock, repeat steps 1 through 3.
Autolock can also be activated or deactivated using
the following procedure:
You must complete steps 1 through 5 within 30
seconds or the procedure will have to be repeated. If
the procedure needs to be repeated, you must wait
30 seconds.

1. Turn the ignition key from OFF to RUN/ACC.
2. Press the power door UNLOCK control three
times.
3. Turn the ignition key from RUN/ACC to OFF.
4. Press the power door UNLOCK control three
times.
5. Turn the ignition key from OFF to RUN/ACC. A
horn chirp indicates the enable/disable feature is
entered.
6. Press the power door UNLOCK control one time.
7. Press the power door LOCK control to toggle the
Autolock/Relock state. You will receive a horn chirp
followed by either a long honk, autolock/relock is
enabled, or no honk, autolock/relock is disabled.
8. Turn ignition to OFF.
If autolock/relock has been changed, the horn will
chirp to confirm procedure is complete.