Anyone know how to have the car auto lock the doors when you drive off...thanks in advance.

 

Buy an aftermarket alarm system that has this as one of it's features.

 

There is a long thread in the Tech & Mods section about this. A couple of forum members are designing and building a small circuit to enable an auto-door lock function, as well as an auto-window up function using the factory remote. Here is the thread:

G35 Autolock

'04 G35S 5AT, Black Obsidian/Willow, Prem/Nav/Sat