Without the admin key, you can not make the change (unless it has remote start I believe).
Bring it back and ask they remove it and explain why and see how that works out
It is a fairly common question on many of the question sites for months, it's apparently not at all uncommon for the rental companies to treat their renters like teenagers just learning to drive.
Also see this thread where it hints it comes that way from the factory, was not programmed by the rental agency
http://www.flyertalk.com/forum/dolla...rus-mykey.html
It's also possible the spare key is with the spare tire in the trunk, is so it may be the admin key