Passlock

I have a 2003 GMC Sierra. I went out yesterday morning and it would start but die immediately, and the power door locks and windows quit operating. So immediately I am thinking anti -theft. I let it sit a while and came back and it started on the 3rd try. The rest of the day I drove it around and everytime I got back in it it would start just fine. I let it sit in my drive way for a couple of hours and came back out and it would still start just fine. Well then I went to bed, got up and went out to start the truck and it happened again, would start then stall immediately, powerlocks and doors wouldnt work. Ok so then I start playing around, and finally when the key was in the accessory position, I turned the radio on and all of a sudden everything works again, it starts just fine and the windows and doors work. Any idea on what needs to be replaced? There was an aftermarket alarm (Crime Guard 328i3) installed on it when I bought it. Do you think if I have it removed it will fix the problem? What throws me off here is that the engine has to be cold for this to happen. It has only happened so far when i let it sit overnight. When I call the dealer they are trying to convince me it is not an anti-theft problem but its my fuel pump, when I know damn well it is the anti-theft.