1st Gen R53 Cooper S Late 2005 build key programming

Have a late build 2005 R53. Still have the original keys when the car was new. Unfortunately I believe one of the keys were stolen. I contacted the dealership and they stated that I need to get the one remaining key reprogrammed via a special MINI tester key module. I just want the one key I have be reprogramed so the stolen key is rendered useless. Is this the correct process to reprogram the key?