Sorry to say that there aren't many Colorado owners here that I know of - most are likely on 355Nation, since that's a dedicated site for them
From what I can see (on multiple sites), this can only be done on the 2004-2012 Colorado by a dealer (or a friend who has a Tech 2 or MDI)
There are members here who have a Tech 2 that might do this for you, if there's one local to you. Check out the Tech 2 section on our site - there's a thread there with most of the people who have one, where they're located, and how to contact them. I'm one of those people, but I'm in IL
For most of our model gm's it's key on - > hold unlock button until locks cycle - > hold lock+unlock on remote(s) until locks cycle - > key off when done programming. Check YouTube for confirmation, my info is stemming from YouTube after adding a fob for my truck.