You can program a new remote yourself. Just look at the on-line owners manual for the procedure. You will not be able to program a second key yourself, since you only have one. You will have to take your key and the new key to the dealer to get it programmed. I think they charge < $100 for this.
I would get two new keys. Have the dealer program in one of those two keys, and then when you get home you can use the first two keys to program in the third one yourself. Now, if you ever lose one of the keys, you'll still be able to program a new one yourself.