On my 95 Pathfinder there is a box under the drivers seat on top of the box there is a button you can feel. Push the button then set the alarm with your new fob also with any other fob you plan to use with your car, it should "learn" signals from your new fob, but will erase previous memory. You should here a beep when the alarm recognizes the signal from the fob.
I hope this helps... Have a fobulous time
killa