Have you now programmed it into the system?
Press PROG
Press 1234 (or whatever your code is)
Press PROG
Press 9999 (default Engineer code)
Press 6 (zone status change)
Press 3 (assuming sensor is Zone3, otherwise enter correct zone number)
Press 1 (Sets zone to Entry/Exit)
Press RESET twice to exit programming
Zone settings
1 Entry Exit
2 Walkthrough
3 Alarm
IIRC
Alarm, February 2012