Are you locking the car while being outside of it?
I have found that it will not lock if a door is sensed as ajar, or if you attempt to arm the car while a person is in the driver or passenger seats.
also
are you able to lock your doors with the key in the driver side? like if you put your key in and lock it manually, all the doors should lock.
(Considering that it has the same immobilizer system as an 06 aveo)