My guess is that it's the key you are using.
OEM keys will have PK3 on the key (to indicate that there's a PassKey III security chip inside).
If your key doesn't have PK3 stamped on it, maybe that's your problem?
If it were me, I would try it using a Genuine GM key blank (maybe from the dealer if you can't find one on ebay).
You need one that is type B99-PT, and it doesn't matter if it has the Pontiac, Buick, or Cadillac logo on it, as long as it has one of them and it's genuine GM.
I was just posting this when I got a notice that Wingnutandme had posted a reply.
Everything he said sounds right, except the ebay link points to a key that isn't compatible with your Aztek (the grooves are cut for other model cars). I compared it to my key and I think you really need one that is marked as B99-PT.
This one from that same seller will work (if you don't mine the Buick logo):http://www.ebay.com/itm/NEW-OEM-SEALED-Buick-Logo-Transponder-Chip-Key-Blank-PK3-75-GRV-B99-PT-692952-/181540536324?hash=item2a44a8c004:g:z9QAAOSwgkRVUN2p
Or there is this one with the Pontiac logo:http://www.ebay.com/itm/331917932341?ul_noapp=true
It looks like Strattec is the OEM supplier, and you want one with a part number of 692954.