why isn't the theft system in my 2004 cavalier shutting off?

I recently bought a 2004 Cavalier. the theft system had acted up on it when i picked the car up from the dealer but they turned it off and said it would be fine. a couple days after i got stuck at work cuz the theft system would not shut off. eventually i got it started. through out the week after the theft light along with the service engine light would pop on while i was driving the car down the road. but the car had no problem starting up. and now once again the theft system will not shut off so i cant start the car. does anyone kno how to turn the theft system off without bringing it back to the dealer?????