Yep, followed the instruction but didn't work.
For the first key I did this
1. Key in and ignition to ACC
2. Within 5 sec, remove the key. Press and hold the arrow button, then press the BMW lock button for 3 times.
3. The car responds by locking and unlocking the central lock.
4. Successful.
Then immediately within 30 secs, I tried with the second key from procedure number 2 but no responds.