Emman this message normally appears when the wrong key blade is used, many owners have fallen foul of e-bay sellers who claim the keys will work they won't because the transponder pea in the key does not match the immobiliser.
However this is obviously not the problem in your case.
Two things you can do , re-synchonise the keys with the immobiliser, the procedure is in your hand book and on my site ,
two a little more difficult, disconnect the battery for a short period (30mins or so ) and then re-connect using the correct procedures, turn you lights to at least side lights to reduce the spike of power hitting the ECU, you will need to re-set your windows and esp/abs which is easy to do .
That may well work, it has in the past in that it allows the ECU to re-set not unlike re-booting your PC when you have problems.
Hope that helps.
Lofty
Please post feed back either way .
http://www.aclassinfo.co.uk/mypage.1.htm