If you a do a search, you'll find a lot more detail, but the short answer to your question is the following:
1) Only dealers can cut the key (~$60).
2) Only dealers or someone with VAG-COM can program the immobilizer part of the key, so even if they cut it, it won't start the car without programming ($~72 or 1 hour of labor, although it only takes 5 minutes).
3) After having the key CUT (and programmed if you wish, but not necessary), you can program the remote to open your doors and this procedure is detailed in your manual. However, you must have FOBs that are the exact same part number. Some have a part number ending in AM, others in T. If your original is an AM, you can't use a T as the second and vice-versa.
Hope that helps.