I don't see how having LoJack would interfere with the programming of your key - if in fact you can do that yourself. I've read in several places that this needs to be done by the dealer with a scanning tool.
LoJack is a passive device - only activated by the police. Or... if you have Early Warning (extra fob on keychain), and the car moves without the keys, the device will contact LoJack - who then will call you.
Also, LoJack usually wires the unit to the driver's power seat (always powered) - as it's close to where they like to hide it.