Hello,
Of course you can John. But this process while not difficult requires some specific things. The only place you can order a new key will be from the dealer. You will need your registration and a copy of your liscense to basically prove you own the vehicle. This is to prevent theft. The key is ordered specific to your vin and takes 2-3 days to come in.
Once it comes in a service advisor will help you initialize your remote portion of the key. We do not charge to do this at my dealer. This is a courtesy that I am sure someone will help you with. Or you can just return here and ask me and I will gladly help you further.
Please accept my answer and please let me know if I can help you further. Thank you.
BMW Mechanic
Level 1 BMW Master Certification, 9 Years Dealer experience, Team Leader, Shop Foreman