Also, and this may seem counterintuative, try using the fob to lock the doors from the outside. That will automatically unlock all doors and the hatchback... at least on my 06.
To lock it and walk away, roll down the driver window, get out, close the door and reach in through the open window to hit the inner door lock switch. Then hit the auto-roll-up for the window and voila! locked car while on with fob in pocket. One important note here is, make very sure you have the key in the fob. The key is the ONLY way back into the car that I've found. The buttons on the fob do not work when the car is in this state nor do the buttons on the handles or the fob detectors (think they're called occilators).
Now, why you would want to do this... well, that's another thread on FE.
