These instructions are for the factory bmw alarm made by serpi star, the fob is wedge shape and has 2 buttons, 1 red, 1 grey, this is the most common system and is fitted to probally 95% of e36 m3 from 96-99. Remove the glove box and locate the alarm module, its black and usually at the top of the others or on the left of them, sometimes housed in a security cage. Once you found it you need to remove the rubber bung and flick the switch inside, then press the red button on the fob, if all is well the led will illuminate, flick the switch back and re install. If you want to program more than 1 fob (up to 4) you need to do them all at the same time, as previous fobs are cleared whenever you flick the switch. If that doesnt work, remove the receiver on the module (the part with the antenna wire)(security cage will have to be removed to do this part), you will see it is only a section of the module and can be removed (careful not to bend the connection pins as you lift it off the module), make sure the module is connected when you do this or it wont reset. Leave it off for a minute, then refit and try the switch programming again. The ignition does not have to be on during any of this procedure.