You may need to activate the key. Since you bought the car from a dealer, bring it back and tell them your problem. I just went through the same thing, and each key has a numerical value 1-10 in the internal software of the car. On mine, the new key was No. 4, and that was deactivated. It worked, but no comfort access. I activated the key with an Autologic, but certainly any dealer could do this. Works fine now.

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2014 BMW 328i Xdrive
2011 BMW 335i M-Sport
2008 BMW X5 4.8i Sport
2000 BMW 528i 5sp