You are correct, Nissan will tell you that the Remote Keyless Entry is not available on this model. If you have the SE trim level, with the power package, however, they are not being entirely truthful.
I asked my dealer about it too, after reading a similar post on another website. When I picked up my new truck 2 weeks ago, the saleman "Tried" to get one to work, but told me it gave him no prompt.
Well, I figured under $20 wasn't too much for an experiment, so I went to ebay, did a "Buy It Now" for $15.99, paid another $3.00 for shipping, and gave it a try. The remote came with the programming instructions, and by following them, it works perfect.
My guess is Nissan doesn't want their dealerships knowing how to do this because the Keyless may be a deciding factor for someone to purchase the more expensive trim level. I told the dealer they can use this info as a selling point if someone can't make up their mind about who to buy from. "Hey! If you buy from us, we'll install Keyless entry on your new truck for FREE!"
For the record, my Truck is an '05 Frontier CC SE 4x4, with the Power Package.
When you stop and think about it, it only makes sense that all the componentry for the keyless would be there. Why would they go through the trouble of designing two different systems?
So, to recap, your truck should have all the componentry installed, all you will need is the fob.
Hope this helps. (If you just get ahold of one of the fobs and can't get the programming instructions, let us know. I have them!)