They are very clever, I built one when I worked at Kent & Canterbury University, They work on the Doppler Effect, which is what you hear when a car passes. As it comes towards you, it sounds like someone has turned the Treble up, and you hear a higher frequency, then as it passes, the treble gets turned down, and the base turned up, and you hear a lower frequency, but in reality, the car made the same noise all the way along.
Basically, one side is a transmitter, which fills the car with ultra sonic sound waves, and the other side listens out for the reflected waves coming back at the same frequency. If something in the car moves, the reflected waves will either increase or decrease in frequency, depending on which way the item is moving in relation to the transmitter. If this increase or decrease falls within specific parameters, it sets the alarm off.
The great thing is, air movement should not normally set it off, but if the air movement blows something hanging in the car, such as an air freshener hanging from the rear view mirror, or a passing lorry shakes the car and makes something move, then it will be set of erroneously. If a window is open, then the sound will not be reflected back until it hits something outside the car.