Hi
I have got a 2001 200 se, and as far as I know, the only way not to set the alarm is to lock the passenger front and rear doors by using the locking button on each door and then finally locking the drivers door with the key. Other members have spoken about pressing the key fob button twice to disable the interior sensor, but on mine pressing twice sets the deadlocks.
Get the wiring checked out as there is a known problem with alarm wiring failure. My 200 had to have part of the wiring loom replaced to sort out false alarming. Hope that helps.