Arduino and Central Locking
I understand "control box" to be part of the central locking system, installed in the car and running on the car +12V supply and car-ground. 

A transistor is needed if 


The current required is more than the Arduino can "sink" 

Chances are that the current required will be low enough to present no problem to the Arduino. 
The voltage switched is higher than the Arduino can tolerate or
If you want a degree of isolation against disaster.


I do not know if some Arduino's have open drain outputs (which can switch ground on and off to lines which have more that the Arduino's Vcc (Vdd) BUT
 - The Arduino Duemilanove  does not seem to have. If I/O buffering is not provided this capability will depend on the processor model used. 

   { photo from here}

and even if it did it would be unlikely to be wise to expose it to the nominal 12V levels in an automotive system, as they may be a source of noise or spike or surge voltages of much more than 12V.

A transistor circuit is a very low cost add on and gives you more flexibility in the above areas. 

The diagram below shows what is required at minimum. That circuit is from this superb webpage  that deals with basic interfacing. Their focus is for PIC microcontrollers butit applied equally to Arduino. R1 (shown as 1K) is 100 ohms to 10k depending on load current. 



If the load current is modest and you want complete isolation for safety purposes then use of an optocoupler may be wise. eg as below. That grounds the output when the input is low. To get the opposite sense (grounded output when input is high, ground the existing input pin and drive the "+5v" line from the Arduino. 



From.

Once you have this setup working, adding an RF triggered capability can be handled with off the shelf units such as you already have.