We have a few issues here...
First, this is the wrong forum for an '06.
Second, I don't think they made a Regal in '06. I even did a search on autotrader to confirm and couldn't find a single '06 Regal for sale. Could you mean '96?
Third, There has never been a factory keyless system in the Regal that will automatically lock the doors (including the current model). What is more likely is that you have an aftermarket alarm system since many of those offer passive locking. Usually there will be a switch or some way to disable the passive locking feature without removing the entire system. I suggest going to a local car-audio or alarm installer and they should be able to assist you with identifying how to disable this feature.