Hi
What should happen is on the first button press the car should lock, on the second button press nothing will appear to happen, unless you hold the button down with windows, etc open and then the windows, sunroof etc should all close. after about 15 - 20 seconds the car will then double lock.
If however you leave too long a gap between the first and second button presses you will just, i think, lock the car twice.
If you get any beeping, normally two beeps in quick succession, this is indicating a fault such as a door, the tailgate or the bonnet open or the windows or sunroof not set.
Hope this explains things,
Andy