I managed to get hold of the dealer manual for my new alarm, thank you interwebs. The dealer manual actually covers all the programing options and install directions that are not included in the owners manual for some reason.

Now that I have the manual I've got the alarm setup to roll my windows up when I lock arm/lock the car with the remote. Its also been set it up so it no longer locks the door when the key is turned to on, a feature that I find really annoying. While it may keep strangers from getting in the car with you at a stop light it also makes it more (but not much) work to let passengers out or in, also a stranger has never tried to get into my car at a stop light.

Gonna try the windows up thing for a while. I may turn it back off if I decide I want to leave just a little open and the override function/dealy proves to be too much of a pain.