2006 F150 cobra alarm?

The most likely fault will be the switch in one of the doors that detects if the door has been opened.. Could be known as the 'Door Ajar' switch.
Will probably be bent or worn and need replacing. You'll need to refer to a service manual for your specific model to find it's exact location and part number. This will probably involve removing inner door trim/card and inspecting the lock mechanism if there isn't an obvious push in plunger switch stick out of the door frame

Rupert
November 2019