E Carson's answer is perfect but I would like to add to Step #3. If the Security light does not flash, the small white switch located on the top of the lock cylinder bore may have been damaged. That switch has a small white button that gets pushed upward when the key is inserted into the lock cylinder. Sometimes that button gets shaved off if the lock cylinder is forcefully removed. Without that button the Passlock System will not know there is a key in the switch and therefore it will not enter the relearn. The small white switch is part of the steering column wiring harness and not sold separately but, you can go to any self serve wrecking yard and remove the switch from the column by pushing the tiny TAB at the back of the switch IN while you rotate and lift the switch out of the hole. Then cut the wires long enough so you can crimp or solder them back into your vehicle. There are so many GM vehicles they don't mind you buying the switch separate, just make sure the switch works (bring and OHM meter)and the tiny tab is still there and the button is not shaved off. This is for the PASSLOCK SYSTEM as described in E Carson's answer.