I too have had this problem with my 300E. What I found worked (and I have no idea why) was that I have two different keys onw ith a red dot and one without (i think this is the valet key?). I found that if i locked the door with the valet key and unlocked the door with the regular key the alarm wouldnt go off. Otherwise the alarm would go off sporadically. Eventually I just disconnected the alarm.
Probably doesn't help you much...however it's probably good to know you aren't the only one!
1986 300E 164K Miles
Brabus Body Kit
Pioneer and PPI Audio