to the forums!
It's best to post this in the Seville/Eldorado forum which has more traffic. The sound coming from your dash could be the aspirator fan, which over time starts making lots of noise and needs replacement. A new one cost $30 and a search around the site will show how to replace it. Mine makes a similar noise, but it doesn't bother me enough to replace it now.
As for the Service Theft, I'm not sure where you would start. The day after I bought my car in June it randomly lit up on the dash, and my dealer and I are stumped as to what it could be. One tech suggested the BCM, but if that were so the other functions running through it would most likely be fizzling as well. My car might have a slight electrical short causing the Theft message, but I'm not dumping any more money into it. You're message could be something as simple as the theft module, but I'd post in the other forum to get more information.