Siren ring even though I have entry delay

When I have the alarm on set to home or away and open the door, the siren goes off. I have a delay for both entry and exit, but the siren still goes off right away as soon as the door is opened. Am I missing something here? Sometimes I get home late and don't remember to turn the alarm off before entering so the siren wakes the whole house. Any help would be much appreciated.