After you enter user code no zone led's should be lit and the exit timer should start, it is important that you leave by the correct exit route then the panel should set.
If you have any zone LED's lit after you punch in your code then the system will sound the open zone tone and will not set.
Try a quick set this will stop the exit timer from running and immediately set the panel,
if you have any zones open as indicated by a lit zone led then the panel won't quick set either it will produce an open zone sound not to be confused with an exit timer sound.
Most probs are due to user error :)
e manno, April 2013