That's Sheldon Cooper talking, not me.......
I know what you really want is a drawing, though.
You go to Radio Shack and get the diodes you need. Depending on the current rating of the equipment you're hooking up, they should be 10-15A current rating diodes, and they should also be rated at 20-50V. Most diodes like that they sell are going to be 100V+ rating, and higher is better, but not necessary if the price goes up.
Diodes are basic one-way valves for electrical current. They flow in the direction of their little arrow, and block in the reverse direction. If you think of them as one-way water valves, it will be intuitive how this circuit works.
This assumes the strobes and siren get their power from the 12V side. Some loads are designed to be connected to 12V power all the time, and their GROUND side is switched on and off to make them run. If that's the case, and you have to look at the manuals of the alarm to find out, you will have to change the circuit or add a relay.
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