I had the same problem. You have 2 options: cancel the auto lock or have th edoors unlock when you remove the key.
Lock/Unlock Horn/Flash:

[Select]
[46 - Cent. Conv.] (35 - Cent. Locking for manual window cars)
[Adaptation - 10]
Channel (03..08)
Adaptation Value (1 = on, 0 = off)
[Save]

Channel 03 Auto Lock set to 0 to cancel auto lock
Channel 04 Auto Unlock Set to 1 to unlock by removing key from ignition
Channel 05 Unlock, horn sounds
Channel 06 Lock, horn sounds
Channel 07 Unlock, turn signals flash
Channel 08 Lock, turn signals flash