Just bought a new fob for my 04 Rx-8 and put the car in program mode and still nothing any ideas?

 

Is it an aftermarket fob or oem fob?

 

Aftermarket

 

Then there are many things that may be wrong, you need to make sure you have correct programming tools. You also need to make sure it is compatible with your model. Lastly you need to make sure you did not receive a defective product. While these may not be the only problems, they are certainly to most common.