The button on the roof near the mirror, it's a picture of a car picked up on a hook.
I don't know if you press it or hold it or whatever though, it's on one of the early pages of the manual if I remember right.
If you haven't pressed it to turn it off though there might be something else going on.
Thanks for the comments, it's taken me a while to figure this out (and yes, had to re-read the manual, my wife's loved how long I've spent with that - ) So I now know the only way it lets you know if it's deactivated is the small, short flashing light when you press the button with the key out and then lock the car. I think I was getting confused by the fact that the red 'glow in the dark' was a warning/status light, when it's not (thanks Mattgusto), it's just the backlight for the off button. Apologies for the confusion and thanks for the answers.