I have Keycode but still cannot get player to work?

After re-newing the battery on car, CD player is asking for code. I have the keycode and enter it as instructed using the station set keys, but then it says to press the Select button. I do not have a Select button, and pressing other keys just causes a 30 min wait before I can try again. I only have 10 trys before it permanently blocks. Anyone help me please???