Needed to get a jump start in a 00 Renault Scenic a fortnight ago.
Ever since then, within 30-60 seconds of starting the car, the central locking automatically locks the doors. If I press the button to open them while moving, they'll shut again shortly after.
Most of the renault models have an auto lock facility once the car is moving over 5 miles an hour - is this what is happening to you? Maybe it's a standard 'feature' of the car!
On a slightly different note I've often wondered about the whole central locking business. I lock my car when on the move but sometimes I think it might not be such a great idea as if you were in a bad crash it would probably keep you locked inside.