That sucks. You should always test your alarm every now and then. Its not hard to do, depending on the sensors you have.
arm it for 30 secs+, open it with key in door without disarming, alarm should go off... test other sensors, say shock sensor, hit the top corner of your windscreen with a closed fist, or drop the windscreen wiper on it.
etc.. etc.. even a glass break sensor, get an old glass put it in a box inside the car armed, then smash it in the box...