I checked the theory that the remote start button may have a dual purpose. Instead of pressing the remote start button twice to start the car, I followed the manual's directions and held the button down while waiting for the alarm to sound. Absolutely nothing happens.
My dealer assured me that the tiny chrome bar between the upper and lower row of buttons on the fob is the panic button. It did not work for me and I did not feel the bar depress at all.
I guess I'll just stop parking in dark alleyways.