First you will need to buy the remotes required for the keyless entry. You can purchase these off of eBay for a fair price, much cheaper than the dealer. Note that this process only works for GM and Chevy Vehicles.
First get in the vehicle and make sure all the doors are shut.
Insert the key into the ignition.
Press and hold the drivers side unlock switch. While holding the switch turn the key to ON, then OFF, then ON, then OFF again. Let go of the unlock switch and the doors should then lock and unlock. The car is now in program mode.
Press and hold the unlock and lock button the keyless entry remote. Hold the buttons for about 20 seconds. The doors will then unlock and lock again. This means that this remote has been programmed. Repeat the steps for any other keyless entry FOB remotes to program.