Some locksmiths can cut and program it for you oryou will have togo to the
dealer

If you have 2 keys you can do program a 3th additional key yourself

 Your vehicle is equipped with the PATS system or Passive Anti Theft Security system.
It will not start without a key containing the correct transponder programmed to the car.

 Transponder keys are pricy (~$35 or more) and the dealer has to "program" the new
key (or possibly a locksmith, some are able)to the vehicle using specialized equipment
if no or only one good key is available. The process takes about an hour so you will
pay an hour labor at the dealer. (anyone can "cut" a new key, it just won't start the
vehicle). The blanks are available from suppliers other than the dealer so shop around.

 Now, if you had 2 good keys and wanted to program a third, you can do it yourself in
in less than a minute. The procedure is in the owners manual. The rule is to keep 3
programmed keys on hand so that if 1 is lost it can be replaced rather inexpensively
and easily. The "lost" key can also be deleted from the vehicle to prevent someone
else from using it.

 This sounds like a real PITA and I understand your frustration, but the reasoning
behind this design is really quite simple. It's a theft deterrent. A car thief can
obtain the key cutting code for your car fairly easily. This procedure prevents him
from easily programming the key to start your car and drive away. Anyone with 2 keys
in hand is likely the owner. If it was easy for you, it would be cake for a car thief.

 Obviously at this point hind sight is 20-20, but you should never buy a PATS
equipped vehicle without at least 2 working keys. If there is only one, the second
(and even third) should be negotiated into the purchase price.
 If you bought this vehicle from a used car dealer, it couldn't hurt to approach them
with this and ask them to help you cover the cost of the second key since they didn't
bring it to your attention. They might do it to make you happy, although they may tell
you to get lost. You won't know if you don't ask.

Here you go,

Program A New PATS Key

http://www.obd-codes.com/howto/patskey.php

Where'd you get the Windstar?  When I bought my last Taurus it only came with
one key.  I went back to the dealer where I got the car and managed to ask the
owner of the dealership (recognized him from their cheesy TV ads) if only one
key was the normal situation.  He immediately directed a subordinate to fix me
up with another key and fob.  Didn't cost me a penny.