Self unlocking....
Yes, I too have had this problem (spookey isn't it?), and have now found the source after a month of searching.
On my car it was down to the drivers side door solinoid wich has a dodgy contact on one of the switches (there are five on early, non-remote locking cars).
Sadly, these switches are not available individualy, so you have to buy the whole solonoid pack.
Even more sad is the price - 290 quid!
It is actualy cheeper to have a full Cat one alarm fitted by a dealer (approx. 200 quid), and bypass this switch entirely.
I haven't done this yet (a matter of time really), so I have just pulled out the 20A fuse for the central locking, and just manualy open all the doors. This isn't too much of a problem, just inconvenient, and the alarm still works fine as it is.
Hope this helps - if you need any more info, drop me a PM.
Cheers
Rob
"A closed mouth gathers no foot"