It sounds like it isnt being disarmed and it goes off when you try and start the car. So it thinks that the car is still alarmed even when it isnt.
Some alarms like the laserline one in mine give you a certain amount of time to disarm it and get in the car before you start it otherwise it goes off.
I would sit in the car and arm it, don't move around because you'll set the ultrasonics off, disarm it and try starting the car straight away.
Am I right in saying that its a VW alarm?