Yeah, the reports I've heard put it in the $125/key ballpark. Only an authorized dealer can do it, because he has to have the diagnostic equipment to access that part of the computer.
Have the dealer program two keys for you, then you can buy the blanks elsewhere (like e-Bay, or from Bill at Team Ford) for much less, and program them yourself. You must have two programmed keys to be able to program the third; see the Owner's Manual. (If you don't have the manual, download the PDF of it from the technical section (pinned to the top of this forum).)
The worst part of this is that your car has to be towed to the dealership, because they have to have the car to program the keys (and delete the codes for the lost keys).