Definitely. Just make sure you get the right fob by taking a look at the picture because a lot of those eBay vendors don't have the right information. The SHO shared the same fob as most of the regular Taurii, Sables, Mustangs and Thunderbirds of the same years. The one you're looking for for a 95 in particular is squarish in shape, and has 4 buttons with the functions written out on them (not icons) at the top and is ribbed toward the bottom where the key ring is. The four buttons should be as follows: top left (black)=lock, top right (black)=unlock, bottom left (red)=panic, bottom right (blue)=trunk. The back should say "TRANSMITTER" on the back along with an FCC ID: GQ43V141, DOC: 1470 K763, and the last line "TRW Inc. 3165189" according to the ones I have. Don't pay more than $20 altogether for one cause that's a ripoff.
It's very easy to program yourself. However you will need to get into the trunk. Should be easy with no key if you haven't locked the trunk release button on the floor to the left of the seat. Once you're in there, look either behind the left piece of trim by the fuel cutoff switch, or somewhere in your driver's side left rear speaker area under the package tray, or behind the trim panel covering the radio amps on the rear of the back seat on the left side. There should be a harness connected to nothing that has 2 prongs in it and should be either black (more common) or gray. Put your key in the ignition and turn it to "RUN." Lower your driver's window all the way (so you don't get locked out), get out and make sure all the doors are closed. Then go back to the trunk and unfold a paper clip into a U-shape and connect the 2 prongs in that harness together using it (or whatever you can find that can jump the 2 prongs). You should then hear all 4 door locks cycle once to tell you you're in programming mode (if you haven't, then just head back and start the car, and repeat the jump and programming with it running). After that, hit any button on your fob. You should hear/see the door locks cycle to confirm that it has now paired your fob to your car. If you have another fob (up to 4 total), you can then press any button on the 2nd one and the locks should cycle again, etc. (if you don't get a cycle after the button press, try again/or it may need new batteries in the fob/or it's not compatible with your car for some reason). After you've programmed up to 4 fobs, go back and turn the key to "OFF" (the locks may cycle once more to confirm end of programming), then remove the paper clip from the harness in the trunk. The buttons on the fob are self-explanatory, but a few things to mention are if you hit the lock button twice it will lock then honk the horn to confirm and if you hit the panic where it honks your horn like an alarm, the only way to turn it off is to hit panic again. The unlock button is driver-priority and only unlocks the driver's door unless you hit it a second time to unlock the other 3.
If you can't find that harness easily (may be in a different place for some qweer reason), a way to find out where it is is to take a look behind that amp cover behind the rear seat and look for a square black box with a white sticker with 5 large numbers on it, and follow the wires coming out of it until you come across the harness. That box is actually your remote keyless entry (RKE) module. Those 5 numbers are the numbers for the keypad on your driver's door. Those numbers can also be on a sticker on your trunklid somewhere, or behind the glovebox. If you're ever without your fob or keys (or lock them inside), you can still operate the keyless entry system with that 5 digit code using that door keypad. After you enter the code, it will unlock your driver's door. If you press the 3/4 button withing the next 5 seconds or so after that it will unlock the other 3 doors. If you press the 5/6 button, it will pop your trunk. If you want to do both you only need to enter the master code once, then hit the other keys in the order you want to do them as long as they're one after the other not more than 5 seconds apart. If you hit both the 7/8 and 9/0 buttons at the same time (even without entering the master code first), it will lock all 4 doors. If you hit the 1/2 key after entering the master code, you can then enter your own personal 2nd 5-digit master code that may be easier for you to remember, and then hit 7/8 and 9/0 together to confirm it. I use it to make a temporary code give to someone that may need to get into my car for some reason when I'm not there, then change it again after so they don't get my permanent code.
Make sure if you're having major problems with either the fobs, programming, or door keypad, to check the fuse first to see if it isn't blown. Another good idea is to get a locksmith to have keys made for the locks. They can make keys without having to change the locks on the car. Your ignition key (square head) should operate the doors too, and the trunk key (round head) should work both the glovebox and the interior trunk/fuel door release button locks. If for some reason they don't, you can also have a locksmith re-key the lock cylinders to match your keys, or other locks in your car. My friend got them so one key opens everything.