Ignore the alarm situation for a moment, are you saying you only have one key? Is this the master key? The master key is a brown coloured key and is the only way a key can be coded into the system. You do not need the codes to program keys, (these are only used for emergency start up if the keycode system should fail), you only need the vehicle master key and at least 2 slave keys to be programmed.
DONT ACCEPT CLONES, these are exact copies of a donor key and means you will still not have a master key, (which is essential if anything goes wrong with the code systems).
If you have bought the car from an Alfa dealer they should be able to sort out the problem, if not then go straight to a dealer and get a quote for the job and present it to the people who sold you the car. All told it costs around 600-800 pounds to sort out. Any problems post a message or email me.