Dick pretty much covered it but just so you know some dealers are kind of pricks about it and want you to show them proof of ownership before they will cut you a key from the code. I can't really blame them as they could easily be left holding the bag if someone called in your VIN and they cut him a key for it. My dealership gives me no problems with it but that is because I am in the business (shop owner). So if you don't have the title handy maybe you have a local Volvo shop that you deal with routinely and you can have them take care of it for you.
The remote is as simple as twisting the ignition on and off five times in a row, leave it on at the fifth time and then press a button on your remote. That should do it and if it does not then just repeat it until it does.

Mark