I would take it to bestbuy and have them fix it. Here is the problem tho, any installer can instal a remote start/alarm in a car, for example me. I am certified at bestbuy to install an alarm in someone's car, but does that mean i should? Hell no. But some of the other people i work with have been installing them for 15+years, i would trust them installing an alarm in my car over myself. I had a 95 civic and a 94 mustang that i put a keyless entry/alarm in and didnt have any problems, but those cars are really cut and dry, everything was in the driver kick, so it didnt take long. But with my cobalt, im too worried to put any of that stuff in so i havnt messed with it.
All in all it could be one of a few things, all with the same solution.
1:bestbuy did a sorry install (sadly this happens more often than not, as i have fixed 50+ in just 6months)
2: the car has a problem (stuff goes wrong in cars all the time there is nothing we can do to stop every possible thing from going wrong, only do our best to prevent them)
3: the alarm itself might be bad, maybe it needs an update, maybe its staying on, maybe the flcan etc went bad)
All of these should be diagnosed by bestbuy. They will check all of the stuff, they will check current draw, if its excessive, they will update modules/replace them etc. best part, its free. If its a terrible install, bestbuy will fix it. If it is something with the car that has no effect on the alarm, they should tell you how they came to that conclusion, and went tests they did.
Some electrical things can be diagnosed online over a forum, but honestly without looking at the car, and doing a majority of the tests, there isn't really much help i can offer. And if you cannot do the alarm install by yourself, chances are even if there was a indefinite wire that was causing the problem, you wouldn't be able to fix it anyways. no disrespect at all, and im not trying to be rude by any means, its just us throwing out random suggestions isn't really gonna help over the Internet.