In order to set up one of your outputs to be an ALARM, you would need to take the following steps:
 
On the controller you would press
 
OK->SystemSetup->Equipment Setup-> on the equipment menu you want to choose an output to be an alarm OK->
 
Then under Initial Settings (button#3) - you want to set type->General Type->as ALARM
 
Then it will tell you if you want it to be a high or low temp alarm / Set Temp / Set Wait Time