The instructions are in the manual at page 3-8 (Answerback function), but the problem with the instructions is that they don't tell you what state the car must be in to start this procedure and the timing of holding/releasing the lock/unlock buttons are very unclear.
This is what worked for me and hopefully will work for anyone else who wants the horn to beep when setting the alarm - or who wants to disable that function. The instructions are to remove the key, open the door and turn off the headlights. Apparently they mean that literally. It is not enough to have the door open and lights off, everything must be done in sequence. So I started with the key in the "on" position but without the car actually running, I was charing while doing this. But the key was turned to "on", not "acc", the headlights were on and the driver's door was closed. I then turned the key to "lock" and removed it (this will give you a warning sund that you have left the lights on). I then opened the driver's door and left it open. I then turned off the headlights. Next I pressed and held the Lock button on the key for four seconds, then while still holding that button down I also pressed and held the Unlock button and held both buttons down for an additional six seconds - ten seconds total. I then released the Unlock button first, and within a second of that I released the Lock button, and Wahlah! I heard two beeps, indicating that the horn will now sound when I set the car alarm. It worked. Don, like you I really missed having that sound confirming that the alarm is set. With my old Passat it took two pushes of the Lock button to set the alarm and cause the horn to beep. Now with the MiEV, with one push of the Lock button the horn sounds. One annoying little oddity solved!