The key you get from Rob has already been coded to your SKREEM by you supplying your VIN and proof of ownership when you order the key.
( This is the little non-powered chip in the key that is excited by the round antenna around the key lock )
The part about programming it yourself is about the powered part in the key where you set it to do the remote lock/unlock.
This is the transmitter that interacts with the HomeLink receiver where the 3 buttons are by the dome light.
Instruction on this are in the owners manual ( available from the below link in PDF format if you don't have one )