Well I finally did mine the other day-- so I can make some quick comments on the above procedure.
1) You don't have to unlock with the key, just unlock it however you want, get in, and lock the doors.
2) Yes, it's tricky to do the "insert key 6 times" thing just right so that the hazards flash-- I had to try it several times before it worked. I was doing it too slowly to start with.
3) The rest of the procedure looks right from what I remember-- thanks for posting!