Follow these steps exactly and let me know if it works. Are you sure the battery was installed correctly in the fob?
Remote Control Door Lock Transmitter Programming
Important: All transmitters which are to be recognized by the remote control door lock receiver (RCDLR) must be programmed in a single programming sequence. If the system is placed in program mode it will erase all previously programmed transmitters upon the receipt of the programming signal from the first transmitter. Up to four transmitters can be programmed. Do not operate or program the transmitters in the vicinity of other vehicles that are in the keyless entry program mode. This prevents the programming of the transmitters to the incorrect vehicle.
You may program up to 4 transmitters, using either of the two following procedures: