I never knew honda had HISS on F4i's, thats interesting.

You can make copies with one key only.
Just take it to dealership with your bike.

Or you can do it yourself with the parts numbers I mentioned in post above. If you want to save some money you can even make the harness yourself.

what models had the immobilizer? I have an 06 F4i and it seems to have a very basic black plastic key with nothing in it.

EDIT: quick research shows non-usa models had it? mine is a usa model and doesnt appear to

It seems that there are differences between European and American models.
Mine is a 2001 F Sport model (This is what is named in Europe) with split seat and HISS system (HISS is printed near the ignition). You get 2 keys with a chip inside each one. I asked the official Honda dealers in Greece and they replied that if you need to make an additional copy:
1. you buy an uncut key from Honda with unprogrammed chip inside (about 20 euros)
2. you bring one of your original keys and the uncut key in a locksmith and make a copy of the key (about 3 euros). This copies only the metal of the key, not the chip. So you can only open the seat or tank after this step.
3. you bring the new key, the old key and the bike to a Honda dealer and they program the chip too on the new key (about 50 euros). Now the new key is a fully functional HISS key.

Hope this helps.

Or you can do it yourself using the harness I mentioned earlier

Hiss started with 99 F4 Carb version. I had a F4 with HISS and i had got 1 key with the bike and programmed 2 more later.
with the F4i which i bought also had 1 working key, so had to program 2 more keys for safety.