You can lose one, just don't lose both. You DID get two fobs, didn't you? If not, check to see if the dealer left the 2nd one in the car.
A good way to do this is to try and start the car without the known fob on you. If it turns on, there's another fob in there somewhere. Even if it doesn't turn on, that's not conclusive, as there are areas in the car where a fob might not respond.
If you can't find the 2nd fob, check with your dealer. They forgot to give me mine initially. They knew the value of that fob, as they wanted to avoid mailing it to me, which they thought they would have to do since I live in another county from the dealer. However, I pass by them every day during my commute to work, so I was able to pick it up at the reception's desk