Clifford alarms (G4 ones) will autolock after you shut the door if the setting is turned on. This is why they give you a flash of the indicators after 10 seconds to say that the doors will lock in 20 seconds. It has nothing to do with correct installation, it actually says it in the manual if you look carefully.
The easiest option is to turn off auto-locking in the settings. OR connect up a 9V PP3 battery lead hidden somewhere that linked to the central locking system so you can manually open the doors when it does that (providing you have a PP3 battery).
BTW: I have never understood WHY people completely de-lock a car and leave themselves no form of alternative entry in? A friend of mine who OWNS an alarm shop doesn't even have his system connected to the central locking and NEVER locks his car. His theory is that they will try the handle 1st anyway, find it is open and promptly get deafened by the 6 120+ db sirens. Prevents them breaking a window or bending the door back and no damage. Not my way of doing it, but I can sorta see where he is coming from....