Hmm, just went thru this a couple of days ago. We just bought a used Corolla which only came with one transponder key. Had to go to the locksmith who takes the key, inserts it into a reader (box about half the size of a shoe box). The machine reads the code (the keys have chips like pet ID chips embedded that give off a code when excited by a magnetic field). The machine "remembers" the code. Put in the new blank transponder key, the machine programs the new chip with the code. Cut the key and you are done...well, except for the $85 fee.
The point is how does the machine you are talking about know what the code is for that particular vehicle? Agreed, it can generate a code but which one unless it is just generating a bunch of codes until the onboard ECU recognizes the right one?
If you are still worried, there are remote kill systems available but if they really really want your car, well, that's that.
alan