I have a 2002 WRX and I recently noticed that whenever my car is locked the security light blinks. At first I thought it was on Valet mode so i read the manual and it told me to hold down the unlock button for 2+ secs with the driverside door open. When I did this, the security light blinked even faster (2 times a sec which means valet mode was activated). So I did it again to turn it off. However, even with valet mode off, the security light still blinks whenever my car is locked. Does anyone know how to fix this problem?

 

And your problem is?
What you're describing is perfectly normal operation with the factory security system. When the car is locked/armed the light will blink once every two seconds. In valet mode it will blink twice.
Perhaps you just never noticed the light blinking, it's easy to overlook. How long have you had the car?