I think the problem with the OP is that he might be in valet mode. If you have another remote, with the drivers side door open, press and hold unlock on the remote until the light on the dash stops flashing. If you don't have a remote, disconnect the battery for a minute to reset the alarm system. If the alarm starts going off, turn the key in the ignition 3 times fast to turn the alarm off.
If you have a somewhat round remote, with 2 small buttons, sometimes blue and orange, sometimes both grey, this is how you program your remote
1. Get in vehicle and cycle key to the "ON" position 10 times withing 15 seconds, meaning pretty quickly. You will hear a beep or the horn will sound. (NOTE: Sometimes you have to turn it 11 times)
2. Open and close the drivers side door.
3. Press one of the buttons on the remote
4. Open and close the drivers side door.
5. **If you have other remotes, repeat steps 3 and 4 for all other remotes
6. Remove key from ignition, you should hear a beep/honk that the reprogramming has ended
7. Test remote(s)
I believe the 06 remotes are teardrop in shape and I am not exactly sure how to program them, but I know it requires getting the number for the remote (found inside the remote) and programming it with the door lock switch. Or you could take it to the dealer and they can program it within a minute with the computer.