Hi Tony. The reason the doors unlock straight away is that the master selenoid believes a door is open, its getting a return signal from an open door or a faulty selenoid. The interior light staying on confirms this, as the switchs are built into the locks. Try locking the doors with the key from the passenger side. If this works this means the passenger side selenoid or lock is stiff or faulty. By locking it with the key you are manually operating the selenoid thus completing the desired circuit. You didnt say how many doors your Transit has, but a manual lock of each door could pinpoint your problem.
Paul
January 2008