Doors won't lock on 2006 Colorado

I installed keyless entry and alarm in my 2006 Colorado. Everthing went fine , I put in the actuators and wired everthing up. It all works fine, except the auto door locks. If I turn the key on , then they lock in about 15 seconds, but If I just get in and start it they don't. They unlock fine when the key is turned off. I thought it get the signal from the ignition on wire, so I checked it and it seems ok.  I have 12  volts when I turn the key to on and then around 10 while it's starting and 14 after it's running.  I don't understand why they lock if I  just turn the key to on and not when I start it?

Any ideas?

Thanks :)