The immobiliser answer is right.
You will have a transponder in the fob which disables the immobiliser if you don't start the car within x seconds of unlocking.
On the odd occassion this does not get the signal properly and results in the car not starting, but beeping at you.
Either switch the ignition off and try again, or press the unlock button.
If you want to test it. Unlock the car with the fob, open the door and take the fob back indoors. Then go out with just the key and try to start it. It won't start, but will just beep at you.