On some vehicles, the security light will turn during remote start but go away once the key is inserted and take-over is done.
If the light stay on even after take over, theres a few things you may want to look at:
Firmware should not be problem as long as you have 4.06 and above
VDATA wires may be reversed (green/white and green/red)
For vehicles with the PK3 stamped on the key. The red/white wire at the transponder connector needs to be cut, not the Brown wire.