Hi,
I've had this issue as well. My alarm would go off for no reason. Didn't have the issue in summer, just in winters and Autumns after periods of wet weather. I used the same trick described above to disable the alarm (locking the car from the inside via the passenger door).
I came back from a long holiday to find my car completely dead an inch of water in the rear passenger footwell, turns out I had the dreaded water leak issue (google "water rear passenger footwell"). The seal around the pollen filter had failed (Im amazed it worked in the first place as it was made of foam), and water had leaked into the car and was playing havoc with the electrics. There is a electronic control module (The CCU, or convenience control unit) in the front passenger footwell which had got very damp and the connections had corroded. It helps control a lot of things.. Windows, fuel flap, interior lights, boot release, remote locking and the Alarm, all of which are not not working on my car.
Anyway, I would recommend that any VW owner with a car in the 1999 - 2003 range having alarm issues check the passenger undercarpet for dampness. You can also check the foam that is behind the glovebox against the bulkhead for damp. (You might have to pull the carpet back slightly. When I squeezed it on my car rivulet of water came out. It might save you a lot of cost...