keyless remotes

Does anyone know how to program a keyless remote? Mine broke so I bought a new one, but the dealer wants $30 to program it...I've heard they're pretty simple to program yourself!

I've heard that you can turn your key from position 1 to 2 five times in 10 seconds, then hit any key on the remote, and that will do it (depending on the year of the car) other cars, the dealer has to do it