It appears to be under the console in front of the gear shift lever and yes it does need to be re-programmed. Looks like about $260 bucks for it and 1 or 1.5 hours to replace + I guess programming time.
I'm sorry that's what the 'book' says for a 2002 Buick Rendezvous and that's what the picture shows. So that's all I have to go by. Other sources also say "center console by the fuse box". It should have three plug ins and a lever to release it.