Closing
Manually
Make sure you have the keys in your hand so that you don't lock them inside the vehicle. If the key is part of a bunch of keys, be careful not to scratch the paintwork with the other keys. See video for handy tip on how to easily locate keyhole and insert key without scratching the paintwork. Don't leave doors open. Rather close, even if briefly out the vehicle. Wind can catch the door or something else can impact it.
Electronically
Thieves use signal blockers to prevent the remote from locking the vehicle. Lock the vehicle from close range and make sure you hear the sound of the locking mechanism.