No need to take it to the dealer. You just have to ground a green wire near where your left knee would be. turn the key to run (but don't start the car). The alarm led on the dash should now be flashing. Press and hold the fob button for 10 seconds, turn the key off, disconnect the green wire from ground.
The whole process will take less time that driving to the dealer, and doesn't require any tools.
Note that you have do all fobs at once. This process wipes out old fobs. If you email me your fax number, I can fax that page from the shop manual. It's worth the $60.