Yup I've swapped PCM's. I went from a stock cougar PCM to SVT PCM. Drive it to the dealer and ask them to program the new keys to a different PCM. Swap PCMs in the lot and have them reprogram the keys there. It cost me about $100 for the swap and $50 for the PCM.
1999 3.0L Cougar: 220fwhp and 200tq
2003 VW Passat W8 with 4 Motion AWD
http://www.cardomain.com/ride/300644
PM for intrest in 3L SVT Contours, 3L swaps into your current car, Prepped 3L engines, or anything 3L related.