If you hear a constant light beeping sound, it may be the battery. When they start to run out they should be changed immediately.
Be sure not to place the smoke detector directly over an oven or wood stove. This causes the alarm to go off too much and it can wear the batteries out.
If you have an integrated smoke alarm system, when one alarm goes off they all will. You might want to check the settings and install separate alarms for different rooms.
When an integrated alarm goes off and it will not stop, there is a re-test button located on the top on the alarm. If it does not work, remove the whole smoke alarm and take out the battery to get the alarm's to stop going off.
A smoke detector should be checked every month. If the alarm does not work, try cleaning the dust off the unit and try it again.