When I bought a new 02 Civic EX, the remotes were missing. The dealership had to order me a new set. Instead of actually programming it, he told me how to do it. Here's how:

1. Place the key in the ignityion and turn it 2 clicks.
2. Press and hold the 'LOCK' button on both remotes for 5 seconds or so and then release.
3. Turn the key back to the off position.
4. Repeat step 2.
5. Repeat steps 1-4 for 4-5 times and the remotes should be programmed now.

If this doesn't work, then check in with the dealership. If it ends up being too much, then look into an aftermarktet remote/keyless system or an alarm (if you need it).