They light with the remote or with DAS negative authorization. Was your car shipped with a $450 "Start lock out" credit ($450 off the list price)?

If not, or if your computer has been replaced (the replacement units have the lock-out) you can activate it. Open the driver's window, lock the door with the door cylinder, open it with the interior lock knob. Then put the key in the ignition cylinder and engage the starter motor. If you have DAS, the red and green lamps will light alternatively, and the engine will not start (the starter motor will engage). If you don't have DAS, the engine will start normally.

Did you attempt the synchronization procedure?