Should my 2004 BMW X3 make an audible sound when engage the security system (lock the doors)???
Sounds like you don’t have the alarm. If the clown nose is not blinking and there is no chirping when you lock or unlock your doors, then you don’t have the alarm. Final test: leave a window down, lock with your remote, wait a minute, then stick your arm in the window. If the alarm goes off, you have it. If no sound, no alarm. Remote locks are not the same as having the alarm system. It is an option that includes a module in the trunk, the siren module under the hood, and the microwave sensor mounted on the headliner under the cover that is already there. All the wiring is there, so you would just need to plug these components in after mounting them, then have the dealer program the car to know it now has an alarm. Edit: alarms don’t come from the factory, they are dealer installed after delivery. If there is no chirp, you do not have the alarm. No one would go to the trouble of putting the parts in but not plugging them in. The plug is right there. When I put mine in the chirping star