programming keyless entry 2003 cavalier

I bought a keyless entry off of ebay and trying to program it myself if that is possible. Any idea on how to do it?
Thanks, Kim

Install a scan tool.
Turn ON the ignition with the engine OFF.
Select Body Control Module
Select Special Functions.
Select Program Key Fobs.
If you are adding a transmitter to the system, or are replacing a transmitter, choose the Add/Replace Key Fobs option. This allows new transmitters to be added without deleting those currently programmed to the module. If you are replacing all transmitters or none of the transmitters are working, choose the Clear memory and Program All Fobs option. This prevents lost or stolen transmitters from being used to access the vehicle.
Follow the scan tool on-screen directions.
After programming the last transmitter, remove the scan tool.
Exit the vehicle. Attempt to lock/unlock the doors to verify the programming.
Operate the transmitter functions in order to verify correct system operation.

Thanks for the quick reply as well as the directions, but it looks like I'm headed to the dealership for this one. I had hoped that I could do it my self like I did for my trailblazer.