On Wed, 20 Feb 2008 11:52:23 -0800, hmdolliver rearranged some electrons
to say:

Perhaps you installed it incorrectly.  

Maybe the unit you bought has some troubleshooting instructions?

I inquired about a remote starter for my 2003 F150 and was told it can
be done but expensive. The reason you have to buy another key and get
it programed for your truck and then the key is installed under your
dash somewhere in the remote start system. When you start your truck
normally, you insert key, twist to start, truck starts, computer looks
for the chip in the black part of the key, finds it and continues to
run. If that chip is not on the key the truck will run for about 5
seconds and then click off. It is a anti-theft device. What happens on
a remote start the computer looks for the chip, not in cab, shuts off.
The sales people I suspect sold you the wrong unit.