'96 Passive Keyless Entry light won't go out!!!

I purchased a 1996 Lt4 about 6 months ago. I didnt receive a "fob" in that purchase so I decided I would purchase one and program it myself. I went through the manual in the car and followed the instructions exactly however I never got the remote to work and the PKE light will not go off on the information board. I have experienced problems with starting the car, the door locks and the rear hatch ever since. If anyone out there can help me I would greatly appreciate it. I am at my wits end with this and I have actually stopped driving the car because of the problems...