When the "Press (check mark) to Relearn Remote Key" displays you have to press the set/reset button in order for the "Remote Key Learning Active" message will displace. Then proceed with the remainder of the instruction, which I've listed below.
1. Press the vehicle information button until PRESS (check mark) TO RELEARN REMOTE KEY displays.
2. Press the set/reset button. The message REMOTE KEY LEARNING ACTIVE
3. Press and hold the lock and unlock buttons on the first transmitter at the same time for approximately 15 seconds.
A chime will sound indicating that the transmitter is matched.
4. To match additional transmitters at this time, repeat Step 3.
Each vehicle can have a maximum of eight transmitters matched to it.
5. To exit the programming mode, you must cycle the key to OFF.
I hope this helps. If you have additional questions, please feel free to contact me.
GM Customer Service