Sounds familiar.....
1st thing to check, when you press the fob to disable the alarm are the doors locking or unlocking? If they are actually locking when you turn the alarm off it just means the central locking is out of sync. When this happened on mine the doors would lock and as i walked away unlock themselves. So, the alarm was on the doors were unlcoked but, when I turned the alarm off, sometimes it would actually lock the doors.
Like Burgess52 said, turn the key in the door, make sure the doors are unlocked when the alarm is off otherwise it's out of sync.
2nd thing to check. sounds stupid.....but are yousure you are turning the alarm off and not on? If the locking is out of sync and you're not watching the flashing lights, you might be turning the alarm on and the doors are unlocked when you walk up to it and BAM alarm goes off..
Told you it sounded stupid...but it has happened to mr when I have been in a hurry.:P