Just started having this weird issue with my 2005 Mazda 3 GT the other day. I went to open my door after remotely unlocking them and the alarm went off when I opened it. After a few minutes and powers of deduction, I figured out that the car is turning on the anti-theft IMMEDIATELY after unlocking the doors. It also enables it when I close my door and other random times. It was actually doing it while I was driving.
I'm not sure what's causing it so I wonder if you guys have any ideas (before taking it to get checked out) as to the cause - maybe wiring, fuse, etc.
Cheers,