According to the 1995 factory service manual, it sounds like you need to turn the ignition to run, the insert a shorting plug into the program connector (C4) which is taped to a harness behind the glove box. The door locks should lock and unlock. The service manual says to turn the ignition to Run next (but it never says to turn it off of Run from the first step) and then press a button on one of the remotes to be programmed. It notes that you may need to press the button more than once. When programmed, the doors should lock and then unlock. Press a button on the next remote to be programmed. Again the doors should lock and then unlock. This needs to be done for each remote you want programmed. Turn the ignition switch to off, then remove the shorting plug.
-Rod