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tranny on my 323i acts up when car gets hot,,it will drive nice and smood then the tranny safe mode...
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are you locking it with the remote and unlocking it with the key in the keyhole? i've had problems with my '99 if i do that, so i always lock and unlock in the same manner (remote only or key only for both).
does the alarm go off only when you start it or once you open the door? if when starting it, are you accidentily hitting the "arm" button on the remote (or key if its on the key) or hitting the panic button.
i would try the other master key or the valet key to see if it does the same thing. maybe this key is suddenly not recognized by the car (some keys are recharged by the car and if it loses the charge, then it will not work).