It's a fairly sophisticated anti-theft system with two distinct parts:
- an RFID tag embedded in the key that allows the car to start
- a battery-powered radio transmitter (the fob) that locks and unlocks the doors etc
The keys, the specific cluster, and the specific ECU all have to be aware of each other and this training process takes multiple steps and *two* different pieces of software, one of which in particular is pretty expensive (unless you're willing to roll the dice on a virus-ridden clone). That said, there are places that will rent this software.
Many existing threads on this topic here so lots of reading available; in many cases folks decide the dealer is not a horrible option given what their time and effort is worth. Your call, of course... all depends on how hands-on you are comfortable getting.
Mazda charges $600 for a Odyssey key (don't ask) so it could be worse.
