2006 cobalt ss/sc

This has been happening since i bought my car back in June. I will add that my power door locks don't work. It has always happened to me (that I recall), after disconnecting/reconnecting the battery, and then everytime i open the doors or start the car after that. I'm assuming that it has something to do with the anti-theft system. Usually it will go off after a few hours, but i'm getting tired of waiting and wondering if there is something wrong, and either way, what i can do to get the lights to stop flashing. Thanks.