When you get new keys they each one comes with a seperate tag attached that contains a 'keycode'. The dealer needs this code to be able to program the car to the key. Without these tags and the keycode they are worthless. I know because I had the central alarm module fry on my 996 (under extended warranty) and after they replaced the unit I also needed to order new keys (not ever covered by a warranty) because the keycode for them could not be recovered from the original alarm module (controller) and I no longer (ever) had the tags that came with the keys.
So, the only way the keys can be programed is if you know the keycodes (not likely) or have the original tags that came with the keys. That said, when you get your new keys from the dealer be certain that you do not let them keep the tags with the keycode - put them in a safe place. Often they will program the keys and keep the tags so that you need to buy new keys again later (I bet no one here has their keytags with the code on it - the dealer kept them!)
I hope that helps - Sunset has the best OEM prices in the US if you have to buy from a dealer. Please correct me if I am wrong. Enjoy