I recently ordered a keyless remote from ebay as well.
After reading a couple of posts and great tips (thanks ncranchero!) I went out and tried the programming mode because my truck only came with two keys when I bought it.
I couldn't get it in program mode either, but upon further research there is a little confusion (at least for me) for the key position. If you look above in ncranchero's directions you unlock your doors and turn from OFF to RUN 8 times ending position being RUN.
What I wasn't realizing until I saw a diagram is that the "OFF" position isn't when the truck's off and you can remove your key.
1-ACC-turning the key all the way down
2-LOCK-position when you can remove your key from the tumbler
3-OFF-one click up from LOCK (this is where I messed up, I thought this position was ACC)
4-RUN-two clicks up from LOCK, normal position your key is in when truck is running
5-START-three up from LOCK, engages starter, turns over the engine
So when ncranchero says OFF to RUN 8 times ending in on, it's actually 1 click up, then toggle position 3 to 4 (above) 8 times
Sorry if that's a little confusing, there is actually a diagram in my owners manual too, check out yours if that explanation didn't click with you.
That was exactly my issue though, I was going from LOCK to RUN 8 times and nothing would happen, need to go from OFF to RUN 8 times ending on RUN and your doors locks will cycle if your ST is capable of accepting a new remote key code.