You still need the keys. Once your in the car you have to turn on the ignition before you can drive.
Also you can only remote start the engine if you lock the car while the engine is running to ensure it is not left in gear. If you go into the car at anytime ther is a chance you could put the car in gear and it will not start from the remote. Safety feature, but at least it stops your motor jerking into something!
Id def recommend getting one though, handy now the winters coming up for demisting the windowws etc, and turns a few confused looking heads if there is people about!