Mine did that but it had nothing to do with the key fob.
It was a bad fuse. Sorry I can't recall which fuse but you can try the fuse for the door lock first.
EDIT:
http://www.grandprix.net/ubb/ultimatebb.php?ubb=get_topic;f=1;t=007131;p=1#000001
On my end it was the MAP sensor. When I replaced it, the on/off locking stopped. Note I did have a code but the SES light wasn't on. I knew I had a code only because of the Aeroforce gauge. Your MAP sensor may be bad also. Why the map sensor affected the locks? Either the misinformation from the MAP + tranny position told the computer to unlock thinking it was in park. Dunno.
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GenV GTP engine, 12" Brakes, CAI, 3" DP, HighFlo Cat, 180 T-Stat, Aeroforce Gauge, Front STB, Stinger Fiberglass hood, Reflective Graphics.