How do I program the keyless entry on my Audi A4?

I just got a new Audi A4 and I can't figure out how to program the keyless entry on my own. Any tips or step-by-step instructions would be greatly appreciated!

To program the keyless entry on your Audi A4, start by sitting in the driver's seat with all doors closed. Insert the key into the ignition, turn it to the 'On' position, and then quickly press and hold the 'Unlock' button on the keyless entry remote for 5 seconds. Release the button and turn the key back to the 'Off' position. Your keyless entry should now be programmed and ready to use.