Yes you need a new GEM module.
*edit* From a good Ford Tech friend of mine
"anyone with a Fiesta St from mid `05 to sept 06 with an intermittent alarm fault (eg goes for for know damn reason) will require a new GEM module (not the normal module but a reworked unit) which sits just above and to the right of the accelerator pedal after a fitment the new update should be loaded onto the GEM
If Fords say they cant find it then tell them to look in the broadcast messages section of ETIS and they will see it (they should also have a printed copy of such new broadcast messages on the wall in the workshop"