The one with OFF written on (next to unlock) it disables the motion sensor for when the alarm is ENABLED. So you can lock the car with a pet in it and it won't trigger. The one next to it with the car on an incline disables the inclination sensor, so you can tow the car with it locked and the alarm enabled.
When you unlocked the car the alarm should have disabled itself entirely.
Did you wait for a long time after unlocking the car to get into it?
If you unlock the car and don't open the driver's door, the car will automatically relock after 2 minutes, and the alarm also re-enables itself. If you opened any other door, the car couldn't lock itself back up BUT the alarm certainly did re-arm and that's why it went off..