Thanks for your reply.
I just did that - there's a small rectangular black box, which actually looks like a fancy connector (right?) with 2 white wires coming out of and in it.
The alarm still goes on. The interesting thing is that I can QUICKLY turn the key back (lock) and forward (unlock); this locks the doors and the alarm stops.
Could this be something with the power central locking?
Any help is appreciated as this is becoming a real pain in the butt...