I followed this procedure for my 2008 LX:
I must have gone through the on-lock-off-on-lock-off-etc. procedure 20 times and nothing happened. My 2008 LX has the keys with the lock buttons built in (not a separate key and fob).
The key batteries are brand new (I assumed it wasn't working because of that). The power locks work fine from the button or the key in the driver's door. The immobilizer is working fine.