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If the alarm sets but the door doesn't lock you could have a bad lock actuator in the driver's door. When the PCM receives a lock/unlock signal from the FOB, it sends an electric signal to the lock actuator in each of the doors, the actuators converts the electric signal to the physical action of opening or closing the levers that locks or unlocks a door. The alarm goes off because the PCM assumed the door is locked, so if it's opened without a signal from the fob then someone must have picked the lock.

When you are sitting in the driver's seat and you lock the door with the master door lock switch, does the lock tab on the side of the inner door handle move to the lock position? If it does then the problem may not be the actuator. See your Honda dealer for hands on troubleshooting.