Yah, what fuddyduddy said. If it is the same as mine, you activate it any time you lock the door with the automatic doorlock button when the engine is off. If you want to test it, roll down the window enough to reach in, shut off the car, get out and hit the auto-door lock on your way out, and shut the door. Then reach in and manually unlock the door and try to open it from the outside. The alarm should go off...mine does.
Edit: I'm not sure how you can shut it off though without the transmitter...you might want to find that out before you test it. :P
Ride: black '02 SSEi Aeraeik
Options: absolutely loaded
Mods: cleared corners, gutted airbox, Silverstar highs, lows, and fogs
Mods to come: 35% tint all around first, and many more mods to come
Sold, and missed: white '00 SSEi (the first incarnation of Aeraeik)