Hmmm,
You know this is a special type of key, right? Has to have the "+" on it which indicates Passkey 3 Plus system. I don't know how much the key costs.
Anyways I think all you need to do (other than obviously having it cut correctly) is insert one of your current keys in ignition and turn ON. Then turn ignition off and insert your new key and turn it ON within 10 seconds. Don't try to start vehicle the first time your turn ignition on with the key
You should see the Security Telltale go thru its typical bulb test and go out if things worked ok.
At that point you should be able to start vehicle with your new key.
FYI - once a key is programmed to a vehicle it can only be used with the theft module in that vehicle.