Re: 2002 Larson 234 Escape
The alarm is for 3 things: high engine temp, low oil pressure, and low gear lube. When you first turn the key on, you have no oil pressure, so it goes off. It's also a way to make sure the alarm is working. Once the engine fires up, you get oil pressure, and the alarm should go off within a second or two of the engine starting. If it's staying on for a couple of minutes, you got something else wrong.
Since you said you checked the gear lube and it was OK, and since the engine wasn't running long enough to overheat, I'd check your engine oil.