Security system

The only way to have it turn off is to provide the right PATS (passive anti-theft system) key programed for the vehicle, you cant go to the store and have a generic key cut for it that wont work, all that will do is unlock the door and attempt to start the engine but it should die out almost immediatly due to the PATS module not seeing the correct transponder key. The other thing could be is that your key became damaged in some way? try the backup key if you have one.

I don't have a back up key! Is there any way to reset it ?

How do I reset it?

You cant just reset it you need the key that's programmed for the vehicle otherwise anyone could just reset it and drive off with your vehicle the only other option would be to get a new key and have a locksmith come out and cut/program it to your vehicle to start it again.