CX9 (keyless) does not start even with the key insetred
 

Hello. We've owned a 2011 CX9 for a few months. Never had a Mazda before, and we love this one. Got it with 2 smart keys (4 buttons) but we lost the main one :( The 2nd remote key stopped working 2 days ago. I changed the battery in the key - no success, does not open the door, the car lights do not blink.. I can open the door with a mechanical key but the ignition swich does not start the car. Today I tried to start the car using mechanical key slot (I removed the switch/cover on top) - nothing, no lights at all on the dashboard. I don't know if the problem is the key (? it doesn't seem...) or what else?
My first question - if anyone had the same issue, what was the reason and if we can repair it by ourselves (I hope we can!).
2nd question - (and maybe I should not ask it in this thread..?) - how we can have another key manufactured/programmed cheaper than via Mazda dealer. Can I buy a buy the right key online and program it by myslef? or at least have it programmed by some other (cheaper) company than Mazda? How much it would cost? We are really not in position to pay $ 276 for the key & programming at Mazda..
Thanks in advance to help me start my car and solve the key issue

Have you checked that the car battery isn't flat?

Yes, actually this was my first idea, but my husband said the battery was in great shape - anyway I took neighbour's jumper cables and SUCCESS, that was the problem root! I did not mention it here yet! Thanks for your answer.
Now my only issue is to find a place to get another key done cheaper. But I guess I should start another thread for that ;)