If it is an aftermarket immobilizer such as the MSI 4062, you can look under the steering rack, remove the box that contains the immobilizing unit. Unplug it (has two connectors plugged into it), open it up. In the middle of the circuit board, there are two largish copper wired electromagnet coils, just on the left of the is two relays and on the right one another two. Tape these relays to each coil it is next to, make sure that the relays make contact with the electromagnets. Now plug it back in, you will have essentially bypassed the immobilizer, although your security light may still shine, you can start and drive your car now.
I lost both my immobilizer remotes recently and doing this I was able to start the car and drive it to a company to have a new one installed, else I would have paid a hefty call-out charge.
Louis, October 2008
