my boyfriend has a renault as well and had to go back to his dealer. when he got the code, you need to enter it but there was a security system with it i.e. to avoid a thief tries to work with it. did you check your handbook? its all explained in there. otherwise, as far as i remember...you put the code in and wait for the instruction (that's written on the radio display), the more incorrect you do it, the longer it takes to get the thing running due to the security log.
if none of this helps, any renault garage or garage in general would be able to help.