Hey, I think my security light blings also when my doors are open. The key fob does not have a good range you have to be pretty close for it to work, you might need a new battery.....have you changed it?
What year is your car? You might have to reprogram the security features cause the previous owner may have programed it for their own taste.
Did you buy it from a dealer? maybe they gave you the wrong fob
Does this help any?