when I remove my keys and I have left my lights on there is no warning bell.

Hello davidhay-- Most modern cars do come with some kind of warning so you don't walk away and leave your headlights on. I would first check the fuses on your 2001 Pontiac Sunfire. Your problem may be as simple to repair as replacing a fuse. Another possibility is that the computer on board the car is not set to activate the warning. If it is not a fuse, have a mechanic hook you up to a diagnostic system and they can probably reset the warning for you. Good luck from Bovan.