FWIIW, for the 99+ model year, the end user CAN program their own 3rd key IF they have two working keys.
When 1 or no working keys, then special equipment is needed.
FWWI2, the 96-07 Model year can be programmed by the end user. The procedure takes 45 minutes to perform.
2003 GT Convertible (sold & missed)
2000 GT coupe (Craigslist project. Fixed. Now my DD). Windsor to Romeo swap.