Before you begin using the key fob scene controller, you have to take it out of its initial setup mode and put it into "use" mode. This will change the Include, Associate and Remove buttons to work as action buttons instead -- the buttons that will run your Vera Scenes.
You change from setup mode to use mode by pressing the mode button on the back of your remote, using a pin or paper clip to access the small, recessed button as shown:
The green LED will illuminate for 2 seconds confirming that the mode has successfully changed.
NOTE: DO NOT press the mode button for more than 5 seconds - the key fob will be reset to factory defaults (LED flashes red/green)