2005 gmc remote start add on w/xk01

Well i put an ultr remote start in. All doors work fine. Windows roll up with send lock of doors.  It starts fine. Heres the but. When i shut it down with the remote or it times out. The dash lights and radio stay on. When i open the door or lock the doors. They turn off. I did not hook the horn up and on my truck. The dash light is on,so programming the starter is dificult. I count the clicks on the control box. I think i have tried all three  lock settings. It has something to do with retained memory,i think.  2005 gmc sierra 4/door ultra start  U1270TL , interface XK01. any suggestions.