There are two parts to the key:
1) The RFID chip that the SKREEM interrogaes to be sure you are authorized ot start the car. THis is a high tech security feature required by EU insurers.
2) The UHF board - an easily programmable transmitter that sends a not-very-secure signal to the SKREEM to lock or unlock the doors. If the RFID chip is OK (and it is, or you could not start the car) this is intended to be EASY to program. And it usually is, but it IS possible that:

The UHF board is bad
or
The half of the SKREEM that listens for that signal is bad
or
The batteries in the FOB are crap
or
The battery contacts in the FOB are crap.

It is also true that certain cars seem finicky about reprogramming of this function. My Graphite was easy, the SE is a royal pain.