Hi and welcome to LOC.
Its helpfull if you add the year and mark in your profile so that viewers know which car you are enquiring about as they do differ between marks. From your other posts I am thinking you have a 1993 MKII.
You will see that I have posted a new thread about the siren on my car. Before posting I searched "alarm" and whilst I didnt solve my problem, I'm almost sure that there is an answer that will help you. I think its to do with the fitting inside the door being dirty. Have a look.
Did you only get keys or did you get a remote fob?
Steve
Only one key, sadly. Plus a hooky unbranded alarm remote unfortunately. I'll add my details as you suggest if I can find where to put them ;-)