The remote and immobilizer are two totally separate things. You were able to program the remote, but the immobilizer needs to be programmed by computer....there is no way for you to do it. It's a high security key, so it needs to be programmed by computer.
It is true that all your keys will need to be programmed at the same time, otherwise they will not work to start the car.
Also, you may be required to provide proof of ownership of the vehicle before they will program the keys to the car.....