Anti Theft 2007 M45 Won't allow me to start my engine.

What is your question?

I bought a new battery because I thought the car was dead. Put it in and the car actually started up. The security light was on and I noticed my headlights were on last night so I went and turned them off. The car had been unlocked so I think someone tried to steal it. Anyway when I went back out after changing the battery it wouldn't start and all of the power was on in the car. How do I fix this problem?