I know this is a very old thread but I just purchased a 04 montana with the samething I was able to program everything else except for the horn and lights. Was just wondering if disconnecting the battery for 30 mins worked or did you have to take it to a dealer?
let me ask a dumb question if you do not mind. do you have two key fobs?
Have you tried them both?
if you have and the batteries are in good shape in them both, yes try disconnecting the battery both positive and negative cables, and touch them both together for 30 seconds or so and try to reprogram it again after you reconnect the battery.
This may not help matters at all but its worth a shot and will not cost you a dime to try.
Most likely you will need to head to a dealer and have them diagnose and repair the problem,
If your a DIY home tech, it wouldn't hurt to get an online subscription to Alldata
http://www.alldatadiy.com/?at=ra&siteID=XKiyX8ZknCA-g_3mWcPUdqO_g.Q6T67xiw&ls_affid=XKiyX8ZknCA
once your in Alldata you will have access to nearly the same information that the dealers have, including updated recall list, technical service bulletins and diagnostic and repair procedures.
read through the technical service bulletins there most likely is some sort of bulletin on it if many people have encountered the same problem. provided they found a solution to the problem and came up with a revised part or service procedure to address this issue.
the dealers love to tell you how they charge well over 100 dollars per hour and they expect a blank check for diagnostics. so it is well worth the minor investment getting basically a factory service manual and so much more for a fraction of the cost of just walking up to the service counter at your local dealer.
Good luck I hope this helps point you in the right direction.