.....You mean it keeps dinging when the door is closed? If so check if the switch that is on the door frame is working(ie see if it is physically broken, or if you manually push it in it still does not stop beeping).
If you mean it beeps when you just open the door than ya, its supposed to do that with the keys in the ignition, it shouldnt drain the battery. Maybe your battery is weak?
Sorry need more details to be moreof a help.