I've had my car for about a month.

So I locked the car, went into the gas station and got change for the air compressor outside. I started unscrewing the right tire valve stem cover and I hear this UnGodly siren coming from someones car, so I continue to put air in the tire and I go around the front of the car to get to the other tire and I notice the annoying sound is coming from my car!

Seriously I just unscrewed the cap and the thing went off. I never knew my car had an alarm!!!! Do they all come with alarms or is this aftermarket....Wasnt like the python or invisibeam alarm sirens, this was like digitized....

I just have the regular key fob so I am guessing this is a stock alarm? Help?