There are plenty of articles online that show how easy it is to listen to RF signals and process them with a computer.
But beware that there are some keyfobs which use some for of encryption or rolling codes which are near impossible to replicate without the algorithm/keys
Here is a tutorial Adam had written up to figure out how his door bell received signals and used an off the shelf product to replicate the signals
**broken link removed**
Note that he's using a FUNCube Dongle, however i've been successful in using a $10 ebay usb dongle with the same software to accomplish the same task.
Have a look here for more information on Software Defined Radios:
http://www.rtl-sdr.com/