Does anyone know how to program a keyless entry remote for my 2001 SAAB 9-5?

yes. the dealer has to do it with the diagnostic computer.

I read this somewhere else but cannot now find it (thank you, whoever!)

Having replaced the key-fob battery, sit in the car and insert the key in the ignition. Do not start the engine, but turn the key until "Checking" appears and you hear a double chirp. Then turn the key off again.

Repeat the cycle four more times, total five, and remove the key.

Try it. It should then work to lock and unlock the doors. $65 preserved from the racketeers.