Can't program 2nd key

Why does GM have to make things difficult for us Canadians?

I just got a new PK3 key from eBay (this guy has terrific feedback and has been around for years, so I'm sure I wasn't scammed).

I tried programming the key the way the manual says to do it for US owners, but it seems that in Canada, you really do have to have 2 working keys before you can program any others.

This sucks. I have to pay about $200 to a dealer to do this for me? Uh uh, there must be a way around this.

If anyone does know a way around it, please inform me.

Thanks!