Hello and welcome to JustAnswer!
What kind of problems are you having?
Did the problems start right after doing any work to the car?
What type of key did you always use to start the car? Did it have a thick gray head?
The valet key has a grey head but it does not turn off alarm. I don't know why.
The car starts and stays running? Then the key is programmed and isn't a valet key.
On the back of each lock cylinder in the front doors and trunk are disarm switches for the factory security (VTSS). Unlocking the doors with the key will disarm the VTSS. Try the driver's door, and if that doesn't work then try the passenger door and the trunk.
If you have an aftermarket alarm these things aren't going to work. There may be a disarm switch of some sort on the dash or under the dash if the alarm is aftermarket.
You did unlock the driver's door with the key right?
Do you have a lock cylinder in the passenger door? Try unlocking the passenger door if it does have a lock cylinder.
If it doesn't have a lock cylinder or the key doesn't work in the passenger door either then you will either need to buy a key fob and have it programmed to the car or fix the inoperative disarm switch in the driver's door.