I lost my 2004 Volvo S60 keys. I bought a new one from a dealer in the US. There is no dealer in my country to program the key. What else can I do to start the car. The key turns the ignition on and can roll the widows but cannot start.

:( I'd say you are really up a creek....Your sure there is no dealer anywhere..??
You might try and e-mail Volvo direct and ask them what can be done....Maybe there are some of the forum members who can better direct you on what can be done to use your vehicle...Certainly hope so.....LOL

Where did you order the key from, and what did they ask you for?

Volvo, as do all car companies, keep a database record matching keys and your remote key to your VIN number. This is why you can't go to any old home depot and get a key made or a remote made for your Volvo keys.

You should be able to contact Volvo directly and they will ask you a bunch of questions, and for your VIN #. They use that to look up your key design and your remote key. They can program and make your key and ship to you. Costs about $170