I am also having trouble programming my '06 WRX. It should be the same system as yours.
The manual is not written accurately. For example it says "If an error occurs six times" when they should have written "If a beep occurs six times."
I also am wearing out the lock-unlock button trying to find the combination.
If there is someone who works for Subaru and can write key fob programming instructions in good English please post!