Follow Gabriel's advise and you should be good. You can also call their 1800 number just in case you wan to make sure everything is alright.
Yea, that's what happened when you see some cars sitting on the lot with no key written on the windshield.. Give them a call and let them know that the missing key is on the way. That way they dont have to have another key cut and programmed. Most of the time they have that spare key as they dont give you two keys anymore. But still, they will charge you for it. Time is not in your side....
I would mail it back to the Budget at DFW, 2424 East 38th Street, Dallas, TX, along with a copy of your receipt or contract number, in case you get charged some extra charge or penalty. You can probably call their 800 number and ask a representative. This probably happens frequently and they have a procedure.
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