Thanks Dan for helping me with a pin code.
ede65, Your right about not needing a pin code. The vehicle could not read a pin code and says not supported. Just like you said, there is no BCM to give a code. During C/U initialization, it says that there are fixed and rolling codes. I continued and it gave the default code, then I continued and it says complete and do key initialization as per your instructions in your manual. All I did was turn the key on for 5 seconds with each key and all is programmed.
Thanks again for all your help.
This is a great place for help and info..