A security system, such as in a home or other building, includes a broadcast band RF transmitter for transmitting an audio message that can be received by a user on a common home or car radio, for example. The audio message may be provided in response to a command that is transmitted to the security system by a user from a wireless key fob or the like. The user command may instruct the security system to arm or disarm itself, for instance. The audio message, which can be received on a selected channel on a car's radio receiver, informs the user that the command has been executed. The audio message may include a voice message such as “system armed” or “system disarmed”, a musical passage, a beep, chirp, or the like.