Read your owners manual concerning arming the security system. I know the security system is set when you lock the doors with the remote i believe there is a second way to set it also. Until you get it figured out you should be able to lock the doors without setting the security system. This is done the "Old School" way of manually pushing the door lock plunger down on each individual door. There may be another way to manually lock the car without arming the security system read your owners manual for the procedure.
You could also try changing the position of the valet switch located inside the glove box. Hopefully someone more knowledgeable on the security system will chime in.