Locking car with occupants and not setting off alarm

[Diesel X5]

Does anyone know how to lock the doors with an occupant inside the car, and not have the alarm go off?

Not that I would leave anyone in the car for any extended period, but when I drop my kids off at school on a rainy day, I park in the lot, walk two of them to the waiting area before class starts (and still have visual contact with the third in the car), then head back to the car. Problem is, with my youngest one still in the car, the alarm ALWAYS goes off when I lock it (paranoid, don't want to leave him in there with car unlocked even though I can still see him).