Not all model years were equipped with this feature. I know my '98 has it, but by 2004 it had been discontinued, so I'm not certain off-hand where the transition occurred. But the 'slider' switch is located on the front of the fob; it should be apparent whether yours has it.
I believe that it ended in '98 or'99. The switch is at the bottom of the fob between the panic button (horn) and the trunk unlock button. It is a slide switch that has passive written below it. Be glad if you don't have it. Total PITA.