I had some weird stuff happen to the alarm system once, that caused the radio not to work. Somehow, I think the two might be related.
Once you are out of the car, and you lock the door, keep pressure on the key while in the locking position (in other words, don't let the key spring back to its normal position)...hold it for a few seconds longer, and see if your windows roll up, and your sunroof closes (open any of them if you can).
Also, see if you can "make" the alarm go off somehow...maybe have someone sit inside, while you lock it, and then have them open the door.
Just an idea on my part...one that doesn't involve any money anyway.