Dfs Alarm+ How To?

Hello people!

I bought a Pioneer DEX-P1R and I was reading the manual and when I installed the radio, I noticed that my radio was equiped with a feature called DFS Alarm +.

Can somebody explain to me how to install it? What I want is that when a thief opens the door, it begins to make a loud noise! So it would attract attention of closer people.

Any help...
Thanks!