If you don't have the immo by-pass code with the cars documents you dont need to pay to get it, just Copy-and-paste the following url into your browser address bar, download the "immobiliser test kit" and it will tell you your cars bypass code free of charge
http://www.bba-reman.com/content.aspx?content=Test_for_Renault_Key_Immobiliser_failures_emergency_recode
As Gavin says, you have to put the code in every time, but at least you're mobile. IIRC if you restart the car within 10 minutes of switching off you dont have to re-enter the code, so if you accidentally stall the car you aren't frantically pushing buttons to get going again!!
It is an infra-red type remote isn't it? My Renault was an N reg., I'm not sure when they changed to R.F. type.
Assuming it is I.R., check the key is working by pointing it into the lens of a camera phone (with the camera switched on, obviously) and push the button on the key while watching the camera screen. You should see a flash if it's working.
If the key is working it could be the receiver (the small black dome on the roof next to the lights/rearview mirror) which is faulty. This is fairly common as water gets in through the aerial mount. It's fairly easy to remove the unit and have a look, give it a blow with a hair-dryer then try the re-set procedure again.
A new I.R. receiver is about £40/£50.
Having said all that, these immobilisers are not the greatest, and as a last resort you may have to remove the unit (the immobiliser unit that is, not the receiver unit) and send it away to be by-passed. If so, dont let the Renault dealer do it, they'll charge a fortune!
Brian.J., August 2008