Ford

I just buy a 1998 Ford Explorer XLT and I have one
key thats chipped and program to my car and then
two key fobs that are also program to my car, but
before that no matter if my doors are locked or
unlocked my theft light blinks. I actually think that
might be normal but when I lock the doors no
matter what method I used to lock the doors
whether it's the inside lock, the keypad locks on the
outside or the lock on the key fob the first white
stays lit but gets brighter every few seconds and
then them back down again but never fully goes
out. And when that happens my car alarm will go
off about 10 minutes later for no reason, I've been
having to lock all the doors and then use my key in
the driver door to unlock and relock and it's getting
rather annoying. What do you think would happen
or what could we do to fix it?