keyless entry remote programming

hi my name is shawn, I recently bought a 1996 jeep grand cherokee laredo 5.2 liter v8. I bought the vehicle with no key fob. so I went on the internet and purchased 1. I now have the key fob in my possession and now need to program it. I keep reading online that I can program it by myself, except every time I tried it does not work, I also have read that some need to be programmed by the dealer with a DRBIII. how do I know if I have a specific jeep that needs to be programmed by the dealer and not by myself? I do not have the little bubble by the dome light that I keep reading about. The security light is on the dashboard along with what I assume to be the sensor for the automatic headlihjts. Does anyone now how to tell if I NEED to go to the dealer fot this? I was going to go to the dealer tomorrow yo have it programmed, but i'd like to find out first if I really have to since they want $50 just for yhat. Also, what is the difference between RF and Infared Key fob for the Jeep? Any help with this subject is much appreciated! Thanks