Can you give us a bit more info m8... I got a vec estate and have no probs wit the alarm. Possibly the vents are left open and the ineterior sensors are picking up the incoming air? As suggested by neil, may be faulty sensors, and the alarm loght comes on when the car is locked anyway... is this what you mean, or are you talking about when you press the alarm button on the dash, does this then trigger the alarm, not sure how the fault is happening.
Sorry to sound thick, but a little more info please