Actually if you lock it while in it it will not let you out just by pulling the handle, however when you hit the central locking button on the console the actuation noise you hear is the double lock being released to the point that you can do the 2-pulls exit (first pull unlocks, second pull opens) but the alarm goes off.

But one of the OP's problem was if he left the keys in the car because he would just be slipping out for a second, he could get locked out. As humorously described by KindOfABigDeal.

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"When you do things right, people won't be sure you've done anything at all" (Bender, futurama)

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X5 pics

RIP 4.6is.....

2003 4.6is