Automatic Door Locks
Fixing them so they don't aggravate and annoy:  GM screwed up, you can un-screw them yourself
On Chevrolet Lumina and other GM "W" bodies such as Pontiac Grand Prix, Olds Cutlass Supreme,
and Buick Regal
1993-1994
Do your door locks automatically lock when you put the car into gear, but don't un-lock when you take it out of gear?  GM really screwed the pooch on this "feature".  Clearly, GM deserves every bit of the financial difficulty they are in.  What sort of MORON engineers a vehicle so that you get angry every time you try to get out of the car?

I searched the web and found a permanent fix. 
Thank you, Stevezasycho of the W-Body Forum.  (It is reversable, so if you choose, you can drive yourself crazy in the future)

I disabled the auto-locking door locks on my '93 Lumina in well under 20 minutes while working outside, kneeling on the snow and ice with the outside temperature at 19 degrees F.  If I can do it, so can you.  Performing this modification will disable the auto-locking.  It will also disable the warning chime if you drive too far with the turnsignal blinking.  A small sacrifice for sanity.

1.  Open and empty the glovebox.
2.  Locate, remove, and save the phillips head screw holding the glovebox door strap.  The door now swings farther down.  You do NOT need to remove the glovebox door.
3.  Locate, remove, and save the two black hex-head screws on each end of the glovebox. 4 screws total.
4.  Locate, remove, and save the single black hex-head screw on the top center of the glovebox.
5.  Pull glovebox partway out.  Remove the connector from the upper left corner for the wiring to the glovebox light switch.  Carefully pull glovebox all the way out.  It will hang from the wire harness connnected to the light.  Avoid stressing this harness.
6.  Turn on the parking lamps with the key OFF.  You should hear "ding ding ding ding" from behind where the glovebox was.  Locate the module that's making the ding ding noise.  It will have a small wire harness attached.
7.  Disconnect the wire harness at the connector.  You must pop out a plastic (mine was green) locking pin that prevents the connector from coming apart accidently.  Once the lock is out--it pushes straight back--undo the connector by pushing on the locking tab.
8.  Reinstall the glovebox, glovebox switch connector, all five hex head screws, and the phillips head screw on the door strap.  Don't forget to re-load all the crap that came out of the glovebox like your insurance card, registration, and owner's manual.  And the condoms.
9.  Go for a drive.  Enjoy.
This is the slot in the dashboard where the glovebox came out.  In the cavity, you can see a multi-wire harness, and the two halves of the connector.  This has already been disconnected.
The colorful wires are about eight or ten inches long, and connect to the box to the left of the box labeled "822".
A close-up of the two halves of the connector.  Once the green plastic lock pin (not shown) is removed by sliding away from you, the connector can be split by pushing on the lock tab seen on the right half of the connector.  When you get to this point, put everything else back together.  You're done.