Iexus430uk

Okay , lost my keys and dud the following on my 2002 ls430
Ordered master and valet key from lexus
Got a bloody good locksmith to cod in the keys to the immobiliser
Car starts drives everything
Went to programme remote option and it can sense the buttons but always does the double lock at the end to say not programmed
Went to lexus , they had a go and couldn't do it even though its a manual procedure and they used the computer
What may of failed? Taking everthing into account, the car starts, the buttons operate when trying to programme, but it just won't programme up ......
What component can cause this??? Or am I doing it wrong , it's telling me it has 3 keys in the memory so it's not full!!!
Please please help it's doing my head in
Thankyou but I am sure someone else has come across this
You guys seem to know much more about these things over there.....