This can happen for a variety of reasons. The key and chip may not be programmed at the same time as each other. Some will use a separate programming method all together. It could be a program with your device or even an On-board Program method that is needed. 

After attempting all programming methods you will want to verify the battery in the new remote is good, and it is the correct remote for the vehicle. Some vehicles remotes can look identical to others. You want to verify you have the preferred remote for the vehicle.

Is the original remote working? If not the vehicle may have an issue, or the battery on the vehicle may be low charge. Verify the original remote had the same features as the new remote and that it was working before or is currently working.