First test the remote. Do this by pressing the button and watching the red window on the front of the transmitter. Hold the button for about 5 seconds, and you should see a "flash" inside the window in the key. If you don't get a flash, either the batteries are dead or incorrectly installed, or the key itself is the problem.
If it does flash, try resynchronizing the key. This is normally done by turning the ignition to ON (not start) then remove the key and try locking/unlocking using the remote. If this is unsuccessful, read the owners manual for the synchronizing procedure, I may have it wrong. Usually this procedure is listed in the same section where it tells you how to replace the batteries in the key.