If you manualy lock and close the drivers door and then lock the rest of the doors with the fob, will the horn sound.
I really believe you have a defective door lock actuator in the drivers door,this is most common. However it is possible you have a defective multiplex unit. The multiplex units communicate with each other through a data line to operate the lights, locks and other various functions of the car. Both of there can effect the door lock/security operation as described and have had problems with both.
You do not have to go to the dealer but it is kind of aggravating to replace, its located on the latch itself and latch removal is required. Parts and labor should be about $275 depending on your location.