I noticed red warning triangle is always on. Is this right?

 

It should stay on for approximately 10 minutes after the car is turned off/locked. If it stays on constantly, that's an indication that the car is not going to 'sleep' properly because some modules are still active--most likely the result of an improper disconnect of a device on the OBD II port.

Simple fix--disconnect the negative lead from the battery for 30 seconds and reconnect. You'll have to reset the auto up/down window function but otherwise all other settings should be preserved.