2005 Mazda 3 factory remote
 

Hi everyone, brand new to the club. I've recently purchased an 2005 Mazda3 with factory remote start and as the temperature is currently -32° I could use some help. Here goes, with the car running with the key in the ignition, is there not a way to use the remote to keep the vehicle running and remove the key? I've tried pressing the start button (as I've done on aftermarket units on other cars) but it shuts off when I turn the key off. Anyone know what I'm doing wrong?