No do NOT get another key, it is simply the auto locking feature which is programmable by the user, here are the instructions:

1) Turn ignition on, but do not start engine.
2) Use the lock button on drivers door and lock then unlock 3 times (Do not open).
3) Turn ignition off
4) Repeat step 2
5) Turn ignition on this time you will hear a chime
6) Lock door again but ONLY once (Do not open) another chime will be heard
7) Turn ignition off
8) Done!

You do the same to enable again.

Martin