You'll need two keys.
1) Open the driver door, turn the ignition switch to on, but do not start the car.
2) Close and lock the driver door with the other key (this should be the proper key and not just the valet key - I used the valet key first and wondered why the programming didn't work).
3) Hold down both buttons on the fob for about 5 seconds. The lights should flash and the alarm horn should honk.
4) Open the door, remove the key from the ignition. Close and lock the door with the key