I can't seem to make the alarm activate?

I just bought a new Ford Ka, fitted with a sigma remote ultrasonic alarm. When I get out, I press the button, the doors lock and the alarm beeps. But then there are a series of continuous beeps before the alarm actually goes off. I then have to press the button again which opens the doors. I can lock the doors with the key, but I'd like to set the alarm and i don't have a manual to say if I'm doing something wrong.