My 02 has that problem when sun on windscreen I lock van with drivers door open, by pressing lock button on dashdoard, then shut and lock drivers door with key. Van locked up without setting alarm. 
I have pluged in diagnostic code reader and cleared all codes none had anything to do with alarm and it still sounds! 
Next I will unplug inside sensors one at a time and let you know how I get on Andy
                
 Andy
                
 July 2008