2006 chevy cobalt key fob problems.?

I just got a used 2006 cobalt. When I try to use the key fob to lock my doors nothing happens. But it will unlock, honk the horn for the panic and open the trunk. It does this with both fobs. The previous owner said he just replaced the batteris in both and said I might have to get them re programed at a dealership. But that costs $45. So is there any way I can do it myself? Or is there a autostore such as autozone or advanced auto that can do it for less money?