mine did the same a few times after I got it, in the middle of the night..LOL
most Bonnie SSE'* come standard with alarms. You have power door locks also, make sure when you exit the vehicle you push the "Lock" Button, then when you are outside the car the alarm light should stay on (not flash) for a period of time, this means it'* "armed"
If anyone bumps it or you try and enter it without the key it will go off. Only way to de-activate it is with the key. There is a time period set, (its only like 1-2 mins). from the time you auto-lock it and the time the door is closed so only auto-lock when YOU (the driver) are exiting the vehicle and all other doors are closed
You'll get the hang of it, and the neighbours will be much happier! LMAO