Pegeout 406 Key Fob

This worked on my 306:

Use other key to turn ignition to position 1. Point new key at central locking receiver and press the button several times. Repeat a few times until new key works.....

HTH. YMMV.

That will allow you to unlock/lock the car, but AFAIK won't help program the immobiliser with the transponder code held in the chip in the key fob, which involves using a "master" key which doesn't have the "plip" buttons. (Big hint - if you have the old key transfer the chip from the old to the new keyfob - the central locking and immobiliser functions are completely separate)

/john