here you go.
To programme the transponder chip, so as the key will start the engine:
Press the accelerator and brakes pedals simultaneously ONCE, then release.
Insert your Master Key into the ignition, and turn ON.
Press and release the accelerator FIVE times (within 15 seconds)
Press and release the brake pedal SIX times (within 20 seconds)
Remove the Master key
Insert the new key into the ignition, and turn ON (within 10 seconds)
Press and release the accelerator ONCE (within 10 seconds)
WAIT 80 seconds (or so), the security light should go OFF.
Remove new key, press and release brake ONCE. - Done.
The above method worked for me, but I'm led to beleive that if you have a 2002+ car then the method for the immobiliser if as follows:
Close all doors and windows.
Insert Master key into the ignition and turn ON.
Turn the ignition OFF and back to ON, FIVE times.
Open and close the driver's door SIX times.
Remove the Master Key and insert your new key.
Turn ignition to ON.