Does the siren go off at other times ? If the siren won't go off at all it is more likely that the sensors don't work. The sensors aren't detecting a break or a movement. It is not likley to be the siren as they are fairly simple and are not likely to break down.
You can buy sensors from electronic stores at a fraction of the cost of a new alarm.
One way to test the siren is if you have panic buttons press the panic buttons or start unscrewing the cover to the alarm (not the control panel where you key in the code to turn it off, if you have that type.) and the siren should go off.
Hope that helps.
Bert., December 2006