Randy,
The thick, grey key is usually a clue. DCX vehicles that do not have the Sentry Key system (transponder) usually have thinner black keys. Also, you should have a red, flashing light in your instrument cluster if you have the factory alarm. The light flashes whenever you fully lock the car.
To be honest, I don't think I have ever seen a PT that didn't have the Sentry Key system.
The Sentry Key is an immobilizer. The car can be started by a key that will fit. However, the car will only stay on for a few seconds, then it will shut down. The transponder is needed in order to keep the vehicle running. IF you have the owner's manual, the manual will give you the lowdown on the features.
Scott
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