remote programming

Hi guys, I just purchased a used 2008 Mazda2 *yay*, but I am having issues with the remote. I only got 1 key; the flipkey with remote, but the buttons do not work. I don't think it's the battery as the little red light turns on when I push a button, but my car doesn't respond. I think I may...

ugh.. where to start. I was given two working AKE Keys from the dealer, I lost one so now I have ONE working and programmed key for my car (I lose things, obviously.. no bueno) so I bought a NEW AKE key off Ebay and I've been going insane trying to program it, the instructions that came with...