OK, I have to try this again in daylight tomorrow.  In my dark garage I can see that the turn signals do flash.  In daylight (parking lot at work) I have not been able to see them do it.  I may have been looking at the brake lites, not the turn signals. 
  
Yes, I knew that it chirped on the 2nd click.  I don't really want to do the second click/lock, I was just interested if it could be changed to chirp on the 1st click/lock. 
  
Thanks guys