Keep in mind the set switch was eradicated sometime during the 2004 model run so yours may not have it. My Santa Fe is a May 24, '04 build and it does not have the switch, in which case it needs to be programmed by the dealer. If yours does have the set switch, it needs to be in the 'set' position in order to to program the remotes. Once you're done, move it to 'run'.