You need to take it to the dealer. It's not like pairing a bluetooth device, they need to delete the previous key from the car and also pair the new key. This can only be done with the computer systems they have.

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Current:
2013 BMW 535i GT- Neptune Blue-Venetian Beige Nevada Leather-Fineline Matte Wood Trim-ZCW/ZVP/2ST/3AG/416/677
2005 BMW X5 30i- Kalahari Beige-Sand Beige Nevada Leather-Dark Burl Walnut Trim-ZCW/ZPP/ZRC/508/522/609

Former BMW's:
2010 BMW X5 xDrive 48i
2003 BMW 745Li
2001 BMW X5 30i
1995 BMW 525i