You are correct it needs programming, when you turn the ignition on you will notice the immobilizer LED will pulse rather than extinguish. On the newer system there is a procedure that can be found in the handbook to program the other key it involves something like turning the paired key from ignition to off several times, this then activates "Learn Mode" you can then pair the second key with the car. Should have been done already I suspect it's a replacement key.

Martin