The alarm siren needs a Terminal 86S feed before disconnecting the battery, otherwise it goes off. Terminal 86S is activated when you switch the ignition on, and de-activated when you remove the key from the ignition switch. So, basically, switch the ignition on, then off, but don't remove the key (or just leave the ignition on). Then disconnect the battery, after which you can remove the key. Before re-connecting the battery, it is best to turn the key to the on position, then off, and leave it in the ignition switch until you have fitted the battery.
Bear in mind that if you have electric lid releases you can't easily open the front compartment. You have to rig a 12v supply to the terminal in the fuse panel. If that doesn't work for any reason, you have to use the emergency lid release cable, tucked behind the front wheel arch liner.
Is solar charging beginning to sound more attractive?