I"m not 100% sure....but it sounds like your remote transmits a different frequency to lock/unlock than your VX's installed alarm is expecting. I doubt this is something you're going to be able to figure out yourself, you're basically looking to 'guess' what frequency your VX is looking for.

Go to a car stereo/car alarm place and ask them. They might have a way to figure this out. They have ways to set standard remotes for the right frequency, but you don't know what that frequency is. You might just have to bite the bullet and buy a totally new alarm and have them install it. This is no loss anyway, since the stock alarm on the VX ain't that great anyway.

You should consider buying an automatically-setting alarm (a "passive" alarm) anyway--one that will set the alarm approx 30 seconds after all the doors close. Not sure how it works in canada, but insurance companies usually give you a bigger discount on passively-arming systems, than on ones you have to manually enable.