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)
2000 GT coupe (Craigslist project. Fixed. Now my DD). Windsor to Romeo swap.