2004 Yukon auto Start

I purchased a used 2004 Yukon XL a few weeks ago. Last night when I used the Keyless Remote to lock the vehicle I had a weird thing happen. When I set the lock the vehicle tried to start. After the Vehicle stopped the parking and interior light came on along with the Ventilation Fan. At this point the Keyless remote did not work. I had to use the key to open the vehicle . When I opened the Vehicle I found the Theft Deterrent system active. I started the Vehicle and all returned to normal. Any ideas??