I'm having a problem trying to program a remote. It did not come with any remotes when we purchased the car. I bought the correct remote and cannot get the system on the Montero Sport to even go into programming mode. I have jumpered 1 & 4 with the key in and in the off position. Within 10 seconds I turn the key to the ACC & off again or to the On & off again. I have tried bothe many times. Even pulled the TSB down and did same thing, but left the key in ON position for at least 1 second each time I turned the key from OFF to ON for 3 times. The doors never lock and unlock to let you know the system is in programming mode. The doors all lock/unlock when the key is used in the door.

Help!!!!

 

http://www.pajero4x4.ru/piii-pdf/GR00004300-42.pdf
This should help you diagnose your problem.
At least you can check your functioning of your system.