Thanks BMThinker. I just dread calling the dealer because it's always a 45 minute call wandering through people who don't really know anything about the vehicle. Anyway, I'm sure that I've pushed the button several times and not noticed any lights but I'll check where you suggested. Plus, I've never really done a control test of staying in the car after arming and moving around to see what sets it off. I'll do one where I push the button and one where I don't and see if that makes a difference. I really hope there's a light or some indication that the button worked. Anyway, thanks for the post. I've been wandering the Internet for a few weeks now trying to figure out what that button was even for. 
Don

Don