If you don't have the "bathrobe" option enabled on your car then this way may help.
Unlock the DRIVERS DOOR ONLY and start your engine. Lock the drivers door with the engine running with the second key USE THE KEY IN THE DOOR LOCK NOT THE REMOTE.
When your are ready unlock the drivers door with the second key.
This way you can defrost your car without some toe rag driving off in it AND it'll be nice and warm when you are ready to drive off yourself.