Well no one seems to have the answer to this but now that I have pictures it might help. Its under the left side of the steering wheel and its a switch. The only pattern I see when turning it on/off is that the car makes a clicky sound from around the clock area. It's hard to describe. I also don't have any aftermarket alarms set up. Heres a pic:
************Also, it says STM on it...**************
Hah, thats funny cause its exactly what all my friends said. And no, I tried turning it on/off while driving and even turning it on/off before driving and it still worked perfectly.
Definitely something put in by previous owner(s). I know a lot of people said they've had their cooling fans wired to be turned on with a switch, maybe give that a try?
No it does not have an alarm, it even says that in the first post.
And also, the car is pretty clean, i took that picture on the day that the snow fell real bad and all the inside got dirty real quick.