Thanks for your reply.  I tried this and I still got no dice.  When
I go through the procedure, I get the impression that the security
light (the one just below the nav) should stay illuminated steady
and then go out when it is done.  Instead, when I stick the new
key in, it just stays blinking as if the key is unrecognized.  I've
definately waited long enough.  It seems that I do not have the
car in programming mode, but I cannot understand why.  I am
wondering if maybe something is wrong with the new key.  When
I press the buttons the LED illuminates, so I am pretty sure the
battery is fine.  Per the instructions, I interpret the "within n
seconds" to mean that this step should be completed within n
seconds of the previous step.  Am I missing something?

Thanks