Security and rough idling

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I have a 1996 Grand Cherokee LTD. It usually ran fine for my wife and myself,up until yesterday. She took it too work,then a few a few hours later she went out to start it and nothing. I went too check it out and found it wouldnt start. The starter clicked,the time/date was flashing and all gauges came on as normal. I figured a low battery so I jumped it and it started fine,but as soon as i released the gas pedal it died again and did the same as mentioned above. Rejumped the Jeep and guess what? It did the same thing! Finally limped it home by pressing the gas and riding the brake,I didnt dare let it idle knowing it would die on me.This morning I went out too start it and it started fine,but the security alarm light on the dash doesnt blink now and i noticed a little bit of rough idling at times after coming up to normal operating temperture. What could be the problem?