I have heard of various issues with remotes, so I don't know for sure what to believe. Maybe call your dealer and see if they will or can do it?
I have heard that you can do it yourself -
http://www.ehow.com/how_5993791_repr...w-key-fob.html
http://www.e90post.com/forums/showth...ht=program+key
On this forum, I heard that there are only 10 keys made for each car, with the dealer keeping 8 of them (leaving you with 2 at delivery). If you lose all 10, then the car needs to be re-keyed. I just find that hard to believe.
I have also heard that each key needs to be programmed to a specific VIN # at the factory.