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You should have to only press the lock button once to get the doors to lock. Pressing the button twice is only a conformation that the doors are locked. (At least that's how it was on my 99' F150. I haven't tried it on my 03' Ranger)
The parking lights should flash for confirmation after the lock is pressed once. The second press with the annoying honk is evidently for those that don't trust the silent first press of the button .