alarm problem on my megane convertible 1998?

Hi
I have a 1998 2.0 megane convertible with an alarm that keeps going off. there is no sound, never has been but when I set the alarm with the key it starts to flash almost immediately and only stops after about 20 mins!!!
I am currently locking the doors individually with the key which is a pain.
Any suggestions as to how I may sort it out would be greatly received. Thanks in advance for any help.