Below are the steps that I followed to program remotes on both my 2003 Lincoln LS and my 2002 Mercury Sable, it should work for you also.
1. Insert a key in the ignition and turn from 3(Off) to 4(On) eight times in rapid succession (within 10 seconds) with the eighth turn ending in the 4(On) position.
2. The doors will lock/unlock to confirm that programming mode has been entered.
3. Within 20 seconds, program a remote transmitter by pressing any button on a transmitter. The doors will lock/unlock to confirm that the remote transmitter has been programmed. (If more than 20 seconds pass before pressing a remote transmitter button, the programming mode will exit and the procedure will have to be repeated.)
4. Repeat the previous step to program additional remote transmitters. The doors will lock/unlock to confirm that each remote transmitter has been programmed.
5. When you have completed programming the remote transmitters, turn th ignition to 3(Off) or wait 20 seconds. Again the doors will lock/unlock to confirm programming has been completed.