I have to open the door manually, turn the engine on, then lock the door manually to have it locked with the engine running. It will only open manually with the spare key.

This happened to me today. I pulled over to look under hood, and as I was closing the door, I must of hit the lock right before it closed. The only way I can replicate it is while closing the door, hit the lock at the same time, and it locks all doors with engine running, on my 2006 s60 2.5t. Good thing my sun roof was in the tilted position. So I took a long stick, put it threw the sunroof and managed to click the unlock button with the end of the stick. I wish I thought of that first. First I tried the old shoelace rubbing it back and forth trying to get it past the trim so I can get a loop on the locking thing. But I messed up the trim from rope burn going side to side. Nothing a little black tape doesn't fix, bit I ocd on fixing my car lol, and am not to happy about it. Anyways wish I thought to do the stick first. If my sun roof wasn't in tilt position. I would of been screwed. Would of had to call roadside assistance, as I only have one key.

Yes it's possible
 

Old thread, I know. I've owned an '07 XC70 for two weeks. Using the fat remote "switchblade" type key/remote (key in ignition), I returned from a trip to the parts store, pulled in my driveway, popped the hood, got out and closed the driver's door, and the car promptly locked itself, running. I absolutely did not hit any buttons or controls; fortunately this was at home where I have a spare key. I'm not happy at all; I can foresee this happening a lot of places, and keeping the spare in my wallet is only a partial fix since at drive-thru's etc., I'll often put my wallet on the seat.