Peugeot 306 alarm?

Whenever I turn the ignition off on my M reg 306 both of the indicators and the lights flash and they won't stop. No alarm sounds though. I have already had to take the central locking fuse out as the door locks jump. I try setting the reset switch on the steering column but no joy. Sometimes turning the engine back on after pressing the reset switch works but more often I have too take the fuse or relay out. Any ideas?