On my Clio they only lock at about 6 mph so cant lock your keys in, to disable on the Clio you turn on the ign but don't start the engine then press and hold the lock button for 5 secs you get a bleep.
May be the same on your car.
You can disable the auto locking by pressing and holding the lock button on the dash until the overhead indicator goes out.
As the previous respondent said, the automatic locking should only happen once you are doing about 5MPH, but its not unheard of for the doors to lock whith the keys in the ignition. It happened to my car once while it was being serviced at the Renault dealer...on the lift with the engine running!!