MOST LIKELY... your door was Ajar when you hit the lock / unlock button.
There is a way to change the settings very easily. It's in your owners manual.
Just out of memory, it's something along the lines of put key into ignition, then hold the odometer reset button for 5 seconds, then turning key on to accessory, and release odometer reset button.
it will enter into a setting mode on your Indicator panel. then something like tapping or holding the odometer reset button toggles options.
Or maybe it's hold it for 15 seconds after putting ignition to On....
Try it out !
Edit...
I was close. Look here: Pg 198 / 199
http://www.extendedgmwarranty.com/owners-manual/chevrolet/2007-Chevrolet-Colorado.pdf
This feature allows you to program your door
locks to a preferred setting.
To set your choice for this feature, perform the
following steps:
1. With the engine off, turn the key to LOCK.
Do not remove the key from the ignition.
2. Press and hold the power door lock button for
about three seconds until the DIC display
shows the current door lock mode.
3. To view the next available mode, press and
hold the reset stem for about two seconds.
Release the reset stem and press and
hold again to view each mode.
4. Once the desired mode is shown on the DIC
display, briefly press the reset stem to set
your choice. The DIC display will then clear.
The following are the available modes:
Lock 1 (default): On vehicles with an automatic
transmission, this mode locks all of the doors
when the vehicle is shifted out of PARK (P) and
unlocks all of the doors when the vehicle is shifted
into PARK (P).
On vehicles with a manual transmission, this
mode locks all of the doors when the vehicle
speed is greater than 15 mph (24 km/h) and
unlocks all of the doors when the key is removed
from the ignition.
Lock 2: On vehicles with an automatic
transmission, this mode locks all of the doors
when the vehicle is shifted out of PARK (P) and
unlocks the driver’s door when the vehicle is
shifted into PARK (P).
On vehicles with a manual transmission, this
mode locks all of the doors when the vehicle
speed is greater than 15 mph (24 km/h) and
unlocks the driver’s door when the key is removed
from the ignition.
Lock 3: On vehicles with an automatic
transmission, this mode locks all of the doors
when the vehicle is shifted out of PARK (P). The
doors will not automatically unlock.
On vehicles with a manual transmission, this
mode locks all of the doors when the vehicle
speed is greater than 15 mph (24 km/h). The doors
will not automatically unlock.
Remote Keyless Entry (RKE) Feedback
This feature allows you to program your Remote
Keyless Entry (RKE) feedback to a preferred
setting.
To set your choice for this feature, perform the
following steps:
1. With the engine off, turn the key to LOCK.
Do not remove the key from the ignition.
2. Press and hold the lock and unlock buttons
on the RKE transmitter at the same time.
Hold both buttons until the DIC display shows
the current RKE feedback mode.
3. To view the next available mode, press and
hold the reset stem for about two seconds.
Release the reset stem and press and
hold again to view each mode.
4. Once the desired mode is shown on the DIC
display, briefly press the reset stem to set
your choice. The DIC display will then clear.
The following are the available modes:
RFA 1 (default): This mode flashes the parking
lamps when you press the lock or unlock
buttons on the RKE transmitter.
RFA 2: This mode flashes the parking lamps and
sounds the horn when you press the lock button
on the RKE transmitter. This mode also flashes the
parking lamps when you press the unlock button
on the RKE transmitter.
RFA 3: This mode flashes the parking lamps and
sounds the horn when you press the lock or
unlock buttons on the RKE transmitter.
RFA 4: This mode disables RKE feedback. There
will be no feedback when you press the lock or
unlock buttons on the RKE transmitter.